+236.1%
EW vs D
+44.7%
+191.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +9.3% | +2.4% | +6.9% | +8.4% |
| 30D | +22.1% | +10.9% | +11.1% | +18.0% |
| 3M | +13.0% | +2.8% | +10.2% | +11.9% |
| 6M | +30.1% | +12.7% | +17.4% | +24.6% |
| YTD | +22.0% | +20.3% | +1.7% | +13.9% |
| 1Y | +23.7% | +17.1% | +6.6% | +16.4% |
| 3Y | +62.0% | +75.1% | -13.2% | +29.0% |
| 5Y | -12.4% | +13.1% | -25.6% | -17.9% |
| 10Y | +236.1% | +48.3% | +187.8% | +189.5% |
| All | +236.1% | +44.7% | +191.3% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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