+3,310.4%
V vs EW
+2,550.1%
+760.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +2.2% | +11.0% | -8.8% | -1.1% |
| 30D | +13.6% | +19.1% | -5.5% | +7.5% |
| 3M | +14.3% | +14.4% | -0.1% | +9.4% |
| 6M | +33.1% | +22.8% | +10.3% | +24.3% |
| YTD | +21.2% | +19.8% | +1.4% | +13.6% |
| 1Y | +26.4% | +23.9% | +2.5% | +17.1% |
| 3Y | +77.6% | +52.2% | +25.4% | +46.5% |
| 5Y | +102.6% | -13.9% | +116.5% | +97.9% |
| 10Y | +464.4% | +241.9% | +222.5% | +252.5% |
| All | +3,310.4% | +2,550.1% | +760.2% | +917.8% |
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