+236.1%
EW vs A
+312.5%
-76.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +9.3% | +1.4% | +7.9% | +8.6% |
| 30D | +22.1% | +4.3% | +17.8% | +19.6% |
| 3M | +13.0% | +19.8% | -6.8% | +3.6% |
| 6M | +30.1% | +54.4% | -24.3% | +4.5% |
| YTD | +22.0% | +31.7% | -9.7% | +5.3% |
| 1Y | +23.7% | +22.4% | +1.3% | +10.5% |
| 3Y | +62.0% | +67.7% | -5.7% | +15.4% |
| 5Y | -12.4% | +15.7% | -28.2% | -24.3% |
| 10Y | +236.1% | +308.7% | -72.6% | +34.0% |
| All | +236.1% | +312.5% | -76.4% | +34.0% |
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