+58.8%
T vs EW
+234.0%
-175.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.6% | +9.3% | -6.7% | +1.1% |
| 30D | -1.1% | +22.1% | -23.1% | -4.3% |
| 3M | -7.7% | +13.0% | -20.8% | -9.7% |
| 6M | -10.6% | +30.1% | -40.7% | -14.7% |
| YTD | -7.5% | +22.0% | -29.5% | -11.0% |
| 1Y | -7.4% | +23.7% | -31.1% | -11.2% |
| 3Y | +63.1% | +62.0% | +1.1% | +43.5% |
| 5Y | +55.2% | -12.4% | +67.6% | +53.3% |
| 10Y | +58.8% | +236.1% | -177.3% | +16.0% |
| All | +58.8% | +234.0% | -175.2% | +16.0% |
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