+621.5%
XYZ vs EW
+242.2%
+379.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -1.0% |
| 7D | -2.2% | +6.5% | -8.7% | -6.3% |
| 30D | +11.6% | +22.5% | -10.9% | -2.7% |
| 3M | +8.4% | +13.0% | -4.6% | -0.5% |
| 6M | +17.2% | +37.1% | -20.0% | -6.4% |
| YTD | +31.7% | +24.1% | +7.6% | +12.0% |
| 1Y | +30.1% | +24.2% | +5.8% | +10.5% |
| 3Y | +66.4% | +64.8% | +1.7% | +1.4% |
| 5Y | -62.2% | -7.4% | -54.7% | -62.8% |
| 10Y | +621.5% | +248.8% | +372.8% | +249.9% |
| All | +621.5% | +242.2% | +379.4% | +249.9% |
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