+117.8%
EW vs BR
+189.7%
-71.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -6.2% | -3.0% | -3.2% | -4.7% |
| 30D | -9.3% | -0.3% | -9.0% | -9.4% |
| 3M | -1.6% | +17.3% | -18.9% | -9.7% |
| 6M | -0.8% | -6.7% | +5.9% | +1.5% |
| YTD | -1.0% | -23.4% | +22.4% | +11.4% |
| 1Y | +8.2% | -32.7% | +40.8% | +30.4% |
| 3Y | +12.7% | -5.9% | +18.6% | +9.2% |
| 5Y | -30.2% | +8.4% | -38.6% | -39.0% |
| All | +117.8% | +189.7% | -71.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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