+121.7%
EW vs RF
+334.9%
-213.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.2% |
| 7D | -4.4% | +2.7% | -7.1% | -5.1% |
| 30D | -3.3% | -3.4% | 0.0% | -2.5% |
| 3M | +1.0% | +6.4% | -5.3% | -0.7% |
| 6M | +6.2% | +13.4% | -7.2% | +2.6% |
| YTD | +1.7% | +14.2% | -12.5% | -2.2% |
| 1Y | +8.1% | +15.7% | -7.6% | +3.5% |
| 3Y | +17.1% | +91.3% | -74.3% | -4.6% |
| 5Y | -29.4% | +89.8% | -119.1% | -43.5% |
| 10Y | +121.7% | +336.7% | -214.9% | +34.5% |
| All | +121.7% | +334.9% | -213.2% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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