+2,926.4%
V vs EW
+2,232.5%
+693.9%
-51.9%
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% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +2.0% | +1.0% | +0.9% | +1.6% |
| 3M | +17.4% | +2.8% | +14.6% | +16.2% |
| 6M | +17.5% | +5.5% | +12.0% | +15.0% |
| YTD | +7.6% | +5.5% | +2.1% | +5.1% |
| 1Y | +7.7% | +11.0% | -3.3% | +3.3% |
| 3Y | +54.7% | +17.7% | +37.0% | +38.8% |
| 5Y | +73.0% | -25.7% | +98.8% | +77.3% |
| 10Y | +390.9% | +132.8% | +258.1% | +240.9% |
| All | +2,926.4% | +2,232.5% | +693.9% | +841.8% |
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