+236.1%
EW vs ALL
+372.0%
-135.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.7% |
| 7D | +9.3% | -0.1% | +9.4% | +9.2% |
| 30D | +22.1% | +13.8% | +8.3% | +16.5% |
| 3M | +13.0% | -2.8% | +15.8% | +13.7% |
| 6M | +30.1% | +23.7% | +6.4% | +19.6% |
| YTD | +22.0% | +27.3% | -5.3% | +10.4% |
| 1Y | +23.7% | +30.5% | -6.8% | +10.8% |
| 3Y | +62.0% | +113.0% | -51.0% | +17.8% |
| 5Y | -12.4% | +157.6% | -170.0% | -43.2% |
| 10Y | +236.1% | +368.4% | -132.3% | +98.1% |
| All | +236.1% | +372.0% | -135.9% | +98.1% |
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