+63.7%
SE vs EW
+62.8%
+1.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.7% |
| 7D | -0.5% | +4.9% | -5.4% | -2.0% |
| 30D | -20.9% | +23.9% | -44.9% | -26.2% |
| 3M | -38.9% | +15.8% | -54.7% | -41.8% |
| 6M | -19.4% | +31.7% | -51.1% | -26.1% |
| YTD | -40.9% | +25.7% | -66.6% | -45.2% |
| 1Y | -46.2% | +24.4% | -70.6% | -49.9% |
| 3Y | +63.7% | +65.9% | -2.1% | +74.2% |
| All | +63.7% | +62.8% | +1.0% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling