+372.3%
SE vs EW
+177.6%
+194.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | 0.0% | +9.3% | -9.2% | -5.2% |
| 30D | -19.4% | +22.1% | -41.4% | -28.7% |
| 3M | -33.1% | +13.0% | -46.1% | -38.0% |
| 6M | -11.4% | +30.1% | -41.5% | -24.8% |
| YTD | -39.8% | +22.0% | -61.8% | -47.0% |
| 1Y | -50.5% | +23.7% | -74.2% | -56.8% |
| 3Y | +68.9% | +62.0% | +6.9% | +10.6% |
| 5Y | -77.1% | -12.4% | -64.7% | -76.8% |
| All | +372.3% | +177.6% | +194.8% | +135.5% |
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