+151.5%
EXC vs EW
+124.3%
+27.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +1.5% |
| 7D | +1.2% | -4.4% | +5.7% | +2.2% |
| 30D | -2.7% | -3.3% | +0.6% | -2.1% |
| 3M | -1.0% | +1.0% | -2.0% | -1.3% |
| 6M | -9.3% | +6.2% | -15.5% | -10.9% |
| YTD | +3.6% | +1.7% | +1.9% | +2.6% |
| 1Y | +5.9% | +8.1% | -2.2% | +3.2% |
| 3Y | +21.3% | +17.1% | +4.2% | +11.2% |
| 5Y | +46.2% | -29.4% | +75.5% | +51.4% |
| 10Y | +151.5% | +121.7% | +29.7% | +101.1% |
| All | +151.5% | +124.3% | +27.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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