+208.8%
C vs EW
+234.0%
-25.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -0.4% | +9.3% | -9.6% | -3.2% |
| 30D | -5.2% | +22.1% | -27.2% | -11.2% |
| 3M | -9.1% | +13.0% | -22.1% | -12.9% |
| 6M | -1.6% | +30.1% | -31.7% | -10.2% |
| YTD | +6.9% | +22.0% | -15.1% | -0.6% |
| 1Y | +23.0% | +23.7% | -0.7% | +13.7% |
| 3Y | +216.1% | +62.0% | +154.2% | +150.0% |
| 5Y | +112.2% | -12.4% | +124.7% | +107.4% |
| 10Y | +208.8% | +236.1% | -27.3% | +99.1% |
| All | +208.8% | +234.0% | -25.2% | +99.1% |
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