+248.8%
EW vs AR
+58.9%
+189.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +6.5% | +2.1% | +4.4% | +6.3% |
| 30D | +22.5% | +4.5% | +18.0% | +22.0% |
| 3M | +13.0% | +1.0% | +12.0% | +12.7% |
| 6M | +37.1% | +4.4% | +32.7% | +36.3% |
| YTD | +24.1% | +10.9% | +13.2% | +22.6% |
| 1Y | +24.2% | +8.6% | +15.7% | +22.8% |
| 3Y | +64.8% | +48.5% | +16.3% | +57.7% |
| 5Y | -7.4% | +95.7% | -103.2% | -14.1% |
| 10Y | +248.8% | +55.5% | +193.3% | +190.9% |
| All | +248.8% | +58.9% | +189.8% | +190.9% |
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