+108.3%
V vs EW
-7.9%
+116.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +0.9% | +4.9% | -4.0% | -0.1% |
| 30D | +9.0% | +23.9% | -15.0% | +3.9% |
| 3M | +16.7% | +15.8% | +1.0% | +12.9% |
| 6M | +33.4% | +31.7% | +1.8% | +25.3% |
| YTD | +22.4% | +25.7% | -3.3% | +15.7% |
| 1Y | +27.7% | +24.4% | +3.2% | +21.0% |
| 3Y | +78.0% | +65.9% | +12.1% | +49.1% |
| All | +108.3% | -7.9% | +116.2% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling