+1,744.2%
TER vs EW
+124.3%
+1,619.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.7% | +6.1% |
| 7D | +11.0% | -4.4% | +15.4% | +13.5% |
| 30D | -1.9% | -3.3% | +1.5% | -0.5% |
| 3M | -0.7% | +1.0% | -1.7% | -2.4% |
| 6M | +36.4% | +6.2% | +30.1% | +30.5% |
| YTD | +92.4% | +1.7% | +90.7% | +88.2% |
| 1Y | +213.5% | +8.1% | +205.4% | +195.4% |
| 3Y | +277.2% | +17.1% | +260.2% | +223.1% |
| 5Y | +219.1% | -29.4% | +248.5% | +256.6% |
| 10Y | +1,744.2% | +121.7% | +1,622.5% | +1,109.3% |
| All | +1,744.2% | +124.3% | +1,619.9% | +1,109.3% |
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