+67.3%
F vs EW
+254.3%
-187.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | -3.1% | +4.9% | -8.0% | -4.9% |
| 30D | 0.0% | +23.9% | -23.9% | -7.9% |
| 3M | -13.2% | +15.8% | -29.0% | -18.1% |
| 6M | -10.2% | +31.7% | -41.9% | -19.7% |
| YTD | -4.9% | +25.7% | -30.6% | -13.8% |
| 1Y | -6.1% | +24.4% | -30.5% | -14.5% |
| 3Y | +46.0% | +65.9% | -19.9% | +15.1% |
| 5Y | -15.7% | -7.6% | -8.1% | -18.7% |
| All | +67.3% | +254.3% | -187.0% | +11.8% |
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