+131.6%
EW vs ALL
+368.3%
-236.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | -0.3% | 0.0% | -0.4% | -0.4% |
| 30D | +1.0% | -1.5% | +2.5% | +1.4% |
| 3M | +2.8% | +23.6% | -20.8% | -5.2% |
| 6M | +5.5% | +22.3% | -16.8% | -2.6% |
| YTD | +5.5% | +26.5% | -21.1% | -4.1% |
| 1Y | +11.0% | +27.0% | -16.0% | +0.6% |
| 3Y | +17.7% | +149.6% | -131.9% | -19.7% |
| 5Y | -25.7% | +118.1% | -143.8% | -47.8% |
| All | +131.6% | +368.3% | -236.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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