+235.5%
EW vs AR
+44.3%
+191.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +11.0% | -14.3% | +25.3% | +12.1% |
| 30D | +19.1% | +1.4% | +17.6% | +18.8% |
| 3M | +14.4% | +3.4% | +11.0% | +13.8% |
| 6M | +22.8% | -2.1% | +24.8% | +22.6% |
| YTD | +19.8% | +4.7% | +15.1% | +18.8% |
| 1Y | +23.9% | +10.6% | +13.3% | +22.2% |
| 3Y | +52.2% | +24.6% | +27.6% | +47.4% |
| 5Y | -13.9% | +71.9% | -85.8% | -19.5% |
| All | +235.5% | +44.3% | +191.2% | +184.8% |
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