+216.9%
B vs EW
+249.9%
-32.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.2% | +4.9% | -11.1% | -6.9% |
| 30D | -6.6% | +24.1% | -30.7% | -9.7% |
| 3M | -7.9% | +13.7% | -21.6% | -9.8% |
| 6M | -16.8% | +32.7% | -49.5% | -20.6% |
| YTD | -11.7% | +24.1% | -35.8% | -14.9% |
| 1Y | +3.5% | +23.6% | -20.1% | -0.2% |
| 3Y | +165.7% | +64.8% | +100.9% | +140.4% |
| 5Y | +108.4% | -8.8% | +117.2% | +101.7% |
| All | +216.9% | +249.9% | -32.9% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling