+271.2%
EW vs P
+652.0%
-380.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +4.9% | +11.6% | -6.7% | +2.9% |
| 30D | +23.9% | -23.7% | +47.6% | +28.8% |
| 3M | +15.8% | -8.0% | +23.7% | +15.4% |
| 6M | +31.7% | +27.9% | +3.7% | +21.8% |
| YTD | +25.7% | +61.2% | -35.5% | +9.6% |
| 1Y | +24.4% | +28.6% | -4.2% | +12.0% |
| 3Y | +65.9% | +200.5% | -134.6% | +14.3% |
| 5Y | -7.6% | +282.9% | -290.6% | -42.0% |
| All | +271.2% | +652.0% | -380.8% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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