+0.4%
EW vs S
-49.1%
+49.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +9.3% | +1.4% | +7.9% | +8.9% |
| 30D | +22.1% | -10.8% | +32.9% | +23.6% |
| 3M | +13.0% | +5.4% | +7.6% | +11.2% |
| 6M | +30.1% | +41.2% | -11.2% | +22.1% |
| YTD | +22.0% | +56.2% | -34.2% | +12.1% |
| 1Y | +23.7% | +36.3% | -12.6% | +15.7% |
| 3Y | +62.0% | +49.4% | +12.6% | +44.2% |
| 5Y | -12.4% | -66.9% | +54.4% | -12.9% |
| All | +0.4% | -49.1% | +49.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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