+196.7%
EXC vs EW
+254.3%
-57.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +1.4% | +4.9% | -3.5% | +0.3% |
| 30D | +8.6% | +23.9% | -15.4% | +3.3% |
| 3M | +2.4% | +15.8% | -13.4% | -1.1% |
| 6M | +6.5% | +31.7% | -25.2% | -0.3% |
| YTD | +9.0% | +25.7% | -16.6% | +2.7% |
| 1Y | +4.6% | +24.4% | -19.9% | -1.3% |
| 3Y | +33.5% | +65.9% | -32.4% | +11.5% |
| 5Y | +41.4% | -7.6% | +49.0% | +37.4% |
| All | +196.7% | +254.3% | -57.7% | +111.6% |
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