+121.7%
EW vs A
+237.5%
-115.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.9% | -2.3% |
| 7D | -4.4% | -2.1% | -2.4% | -3.5% |
| 30D | -3.3% | +0.6% | -3.9% | -3.8% |
| 3M | +1.0% | +10.9% | -9.9% | -4.2% |
| 6M | +6.2% | +28.2% | -21.9% | -7.1% |
| YTD | +1.7% | +8.6% | -6.8% | -3.8% |
| 1Y | +8.1% | +15.5% | -7.4% | -1.8% |
| 3Y | +17.1% | +31.8% | -14.7% | -6.4% |
| 5Y | -29.4% | -14.9% | -14.5% | -28.4% |
| 10Y | +121.7% | +237.8% | -116.1% | -5.6% |
| All | +121.7% | +237.5% | -115.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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