+65.3%
T vs EW
+124.3%
-59.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.3% |
| 7D | -1.5% | -4.4% | +2.9% | -0.8% |
| 30D | +7.6% | -3.3% | +11.0% | +8.2% |
| 3M | +15.3% | +1.0% | +14.3% | +15.0% |
| 6M | -8.5% | +6.2% | -14.7% | -9.7% |
| YTD | +6.8% | +1.7% | +5.0% | +6.0% |
| 1Y | -7.2% | +8.1% | -15.4% | -9.0% |
| 3Y | +108.2% | +17.1% | +91.2% | +95.2% |
| 5Y | +66.1% | -29.4% | +95.4% | +70.2% |
| 10Y | +65.3% | +121.7% | -56.4% | +28.9% |
| All | +65.3% | +124.3% | -59.0% | +28.9% |
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