+449.7%
V vs EW
+236.3%
+213.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +2.2% | +11.0% | -8.8% | -1.5% |
| 30D | +13.6% | +19.1% | -5.5% | +6.8% |
| 3M | +14.3% | +14.4% | -0.1% | +8.8% |
| 6M | +33.1% | +22.8% | +10.3% | +23.3% |
| YTD | +21.2% | +19.8% | +1.4% | +12.8% |
| 1Y | +26.4% | +23.9% | +2.5% | +16.1% |
| 3Y | +77.6% | +52.2% | +25.4% | +41.3% |
| 5Y | +102.6% | -13.9% | +116.5% | +100.1% |
| All | +449.7% | +236.3% | +213.4% | +228.0% |
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