-48.8%
SE vs EW
+19.7%
-68.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.1% | +1.9% |
| 7D | +6.7% | +8.3% | -1.6% | +1.9% |
| 30D | -17.2% | +13.9% | -31.1% | -23.3% |
| 3M | -28.0% | +10.9% | -38.9% | -32.2% |
| 6M | -6.1% | +19.2% | -25.4% | -16.2% |
| YTD | -37.1% | +16.6% | -53.7% | -43.5% |
| 1Y | -48.8% | +18.1% | -66.9% | -53.9% |
| All | -48.8% | +19.7% | -68.4% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling