+21.8%
EW vs COMP
-52.0%
+73.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.7% | -9.4% | +0.1% |
| 7D | +11.0% | +13.4% | -2.4% | +9.3% |
| 30D | +19.1% | +11.1% | +8.0% | +17.4% |
| 3M | +14.4% | -18.8% | +33.2% | +16.5% |
| 6M | +22.8% | +10.5% | +12.3% | +20.1% |
| YTD | +19.8% | -3.4% | +23.2% | +17.6% |
| 1Y | +23.9% | +19.7% | +4.2% | +18.4% |
| 3Y | +52.2% | +381.6% | -329.4% | +14.3% |
| 5Y | -13.9% | -17.6% | +3.7% | -25.1% |
| All | +21.8% | -52.0% | +73.8% | +12.5% |
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