+26.2%
EW vs COMP
-51.7%
+77.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.4% |
| 7D | +6.5% | +2.2% | +4.3% | +6.1% |
| 30D | +22.5% | +16.3% | +6.2% | +20.2% |
| 3M | +13.0% | -19.1% | +32.1% | +15.1% |
| 6M | +37.1% | +17.1% | +20.0% | +33.3% |
| YTD | +24.1% | -2.9% | +27.1% | +21.7% |
| 1Y | +24.2% | +8.8% | +15.4% | +20.1% |
| 3Y | +64.8% | +423.5% | -358.7% | +22.3% |
| 5Y | -7.4% | -10.5% | +3.0% | -20.1% |
| All | +26.2% | -51.7% | +77.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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