+638.0%
XYZ vs EW
+236.4%
+401.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +1.9% |
| 7D | +14.9% | +12.3% | +2.6% | +6.4% |
| 30D | +14.7% | +22.9% | -8.2% | -0.3% |
| 3M | +12.1% | +16.7% | -4.6% | +0.6% |
| 6M | +18.3% | +31.0% | -12.6% | -2.4% |
| YTD | +36.1% | +22.8% | +13.2% | +16.6% |
| 1Y | +35.3% | +25.6% | +9.7% | +14.1% |
| 3Y | +73.5% | +62.0% | +11.5% | +7.1% |
| 5Y | -61.6% | -12.8% | -48.9% | -60.6% |
| 10Y | +638.0% | +239.8% | +398.2% | +261.7% |
| All | +638.0% | +236.4% | +401.6% | +261.7% |
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