+641.7%
BE vs EW
+104.4%
+537.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.9% |
| 7D | -13.4% | +9.3% | -22.6% | -18.7% |
| 30D | -33.9% | +22.1% | -56.0% | -42.5% |
| 3M | -12.0% | +13.0% | -25.0% | -19.8% |
| 6M | -29.0% | +30.1% | -59.0% | -41.9% |
| YTD | +113.4% | +22.0% | +91.4% | +81.8% |
| 1Y | +33.2% | +23.7% | +9.5% | +12.9% |
| 3Y | +1,659.2% | +62.0% | +1,597.2% | +931.3% |
| 5Y | +461.4% | -12.4% | +473.8% | +456.2% |
| All | +641.7% | +104.4% | +537.3% | +284.0% |
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