+235.5%
EW vs ALL
+370.9%
-135.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.8% |
| 7D | +11.0% | -1.9% | +13.0% | +11.7% |
| 30D | +19.1% | +13.8% | +5.3% | +13.7% |
| 3M | +14.4% | -7.0% | +21.3% | +16.9% |
| 6M | +22.8% | +18.0% | +4.7% | +14.8% |
| YTD | +19.8% | +24.2% | -4.4% | +9.4% |
| 1Y | +23.9% | +31.2% | -7.3% | +10.7% |
| 3Y | +52.2% | +107.5% | -55.3% | +11.8% |
| 5Y | -13.9% | +144.8% | -158.7% | -42.9% |
| All | +235.5% | +370.9% | -135.4% | +95.4% |
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