+69.0%
F vs EW
+242.2%
-173.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.9% |
| 7D | -2.1% | +6.5% | -8.6% | -4.5% |
| 30D | +3.3% | +22.5% | -19.2% | -4.5% |
| 3M | -11.3% | +13.0% | -24.3% | -15.5% |
| 6M | +5.3% | +37.1% | -31.8% | -7.2% |
| YTD | -2.2% | +24.1% | -26.3% | -10.9% |
| 1Y | -3.5% | +24.2% | -27.8% | -12.1% |
| 3Y | +49.5% | +64.8% | -15.3% | +18.2% |
| 5Y | -13.5% | -7.4% | -6.1% | -16.6% |
| 10Y | +69.0% | +248.8% | -179.8% | +11.7% |
| All | +69.0% | +242.2% | -173.2% | +11.7% |
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