+121.7%
EW vs AR
+45.1%
+76.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.5% |
| 7D | -4.4% | -1.8% | -2.6% | -4.3% |
| 30D | -3.3% | +12.6% | -15.9% | -4.2% |
| 3M | +1.0% | +10.0% | -9.0% | +0.3% |
| 6M | +6.2% | +0.6% | +5.6% | +5.9% |
| YTD | +1.7% | +13.4% | -11.7% | +0.5% |
| 1Y | +8.1% | +21.7% | -13.6% | +6.0% |
| 3Y | +17.1% | +45.8% | -28.7% | +12.2% |
| 5Y | -29.4% | +144.3% | -173.6% | -35.4% |
| 10Y | +121.7% | +41.8% | +79.9% | +92.8% |
| All | +121.7% | +45.1% | +76.6% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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