-39.0%
U vs EW
+7.6%
-46.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +17.5% | +1.0% | +16.4% | +16.7% |
| 3M | +38.7% | +2.8% | +35.9% | +36.5% |
| 6M | +104.4% | +5.5% | +98.9% | +97.8% |
| YTD | -5.7% | +5.5% | -11.1% | -9.4% |
| 1Y | +3.7% | +11.0% | -7.4% | -3.9% |
| 3Y | +12.3% | +17.7% | -5.4% | -12.2% |
| 5Y | -68.8% | -25.7% | -43.1% | -66.1% |
| All | -39.0% | +7.6% | -46.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling