+62.5%
T vs EW
+249.9%
-187.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +1.6% | +4.9% | -3.3% | +0.8% |
| 30D | -2.9% | +24.1% | -27.0% | -6.3% |
| 3M | -7.5% | +13.7% | -21.2% | -9.5% |
| 6M | -9.9% | +32.7% | -42.6% | -14.3% |
| YTD | -6.4% | +24.1% | -30.6% | -10.3% |
| 1Y | -9.4% | +23.6% | -33.0% | -13.1% |
| 3Y | +64.9% | +64.8% | +0.1% | +44.7% |
| 5Y | +57.0% | -8.8% | +65.7% | +53.8% |
| All | +62.5% | +249.9% | -187.4% | +19.8% |
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