-78.0%
SE vs EW
-7.9%
-70.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.1% | +0.3% |
| 7D | -0.5% | +4.9% | -5.4% | -3.5% |
| 30D | -20.9% | +23.9% | -44.9% | -31.2% |
| 3M | -38.9% | +15.8% | -54.7% | -44.5% |
| 6M | -19.4% | +31.7% | -51.1% | -32.7% |
| YTD | -40.9% | +25.7% | -66.6% | -49.4% |
| 1Y | -46.2% | +24.4% | -70.6% | -53.6% |
| 3Y | +63.7% | +65.9% | -2.1% | -4.2% |
| All | -78.0% | -7.9% | -70.1% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling