+55.3%
O vs EW
+121.7%
-66.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.3% | -5.1% | +2.8% | -1.0% |
| 30D | -2.4% | -6.4% | +3.9% | -0.9% |
| 3M | -0.6% | -1.6% | +1.0% | -0.4% |
| 6M | -5.0% | +2.3% | -7.3% | -6.0% |
| YTD | +10.4% | +1.1% | +9.3% | +9.4% |
| 1Y | +6.6% | +8.0% | -1.4% | +3.6% |
| 3Y | +28.4% | +16.3% | +12.0% | +16.8% |
| 5Y | +15.3% | -29.4% | +44.7% | +19.8% |
| 10Y | +55.3% | +125.6% | -70.3% | +20.3% |
| All | +55.3% | +121.7% | -66.4% | +20.3% |
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