+239.8%
EW vs M
+3.7%
+236.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +1.5% |
| 7D | +12.3% | +2.5% | +9.7% | +11.8% |
| 30D | +22.9% | +10.1% | +12.8% | +21.3% |
| 3M | +16.7% | -0.9% | +17.6% | +16.6% |
| 6M | +31.0% | +30.2% | +0.8% | +26.0% |
| YTD | +22.8% | +16.3% | +6.5% | +19.5% |
| 1Y | +25.6% | +27.0% | -1.4% | +20.7% |
| 3Y | +62.0% | +154.5% | -92.5% | +38.2% |
| 5Y | -12.8% | -1.1% | -11.7% | -18.7% |
| 10Y | +239.8% | +0.5% | +239.3% | +155.5% |
| All | +239.8% | +3.7% | +236.1% | +155.5% |
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