+379.5%
SE vs EW
+179.4%
+200.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.4% |
| 7D | +3.3% | +12.3% | -9.0% | -3.7% |
| 30D | -18.2% | +22.9% | -41.0% | -27.9% |
| 3M | -31.3% | +16.7% | -48.0% | -37.5% |
| 6M | -10.1% | +31.0% | -41.1% | -23.9% |
| YTD | -38.9% | +22.8% | -61.7% | -46.4% |
| 1Y | -48.0% | +25.6% | -73.6% | -55.1% |
| 3Y | +78.8% | +62.0% | +16.8% | +17.2% |
| 5Y | -77.1% | -12.8% | -64.4% | -76.7% |
| All | +379.5% | +179.4% | +200.0% | +138.1% |
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