+266.6%
EW vs M
-8.5%
+275.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +4.9% | +0.6% | +4.4% | +4.8% |
| 30D | +24.1% | +7.0% | +17.1% | +22.9% |
| 3M | +13.7% | +3.1% | +10.6% | +13.0% |
| 6M | +32.7% | +33.5% | -0.8% | +27.3% |
| YTD | +24.1% | +13.4% | +10.7% | +21.2% |
| 1Y | +23.6% | +22.4% | +1.2% | +19.4% |
| 3Y | +64.8% | +150.9% | -86.1% | +40.8% |
| 5Y | -8.8% | -3.0% | -5.7% | -14.8% |
| All | +266.6% | -8.5% | +275.0% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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