+124.0%
EW vs BG
+171.4%
-47.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -3.4% | +3.7% | -7.1% | -4.0% |
| 30D | -7.4% | +12.3% | -19.7% | -9.2% |
| 3M | +0.9% | -2.2% | +3.1% | +1.0% |
| 6M | +1.2% | +5.3% | -4.2% | -0.3% |
| YTD | +1.8% | +42.4% | -40.6% | -5.0% |
| 1Y | +10.8% | +55.2% | -44.3% | +1.5% |
| 3Y | +17.1% | +21.0% | -3.8% | +11.0% |
| 5Y | -28.2% | +87.1% | -115.4% | -39.4% |
| All | +124.0% | +171.4% | -47.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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