-37.5%
U vs EW
+3.8%
-41.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.2% | +4.5% |
| 7D | +4.5% | -4.4% | +8.9% | +6.9% |
| 30D | -0.6% | -3.3% | +2.8% | +1.1% |
| 3M | +48.4% | +1.0% | +47.4% | +47.2% |
| 6M | +115.4% | +6.2% | +109.1% | +107.4% |
| YTD | -3.2% | +1.7% | -4.9% | -5.3% |
| 1Y | -6.0% | +8.1% | -14.2% | -11.7% |
| 3Y | +13.5% | +17.1% | -3.6% | -12.0% |
| 5Y | -68.0% | -29.4% | -38.7% | -64.5% |
| All | -37.5% | +3.8% | -41.2% | -35.3% |
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