+265.1%
V vs SE
+597.4%
-332.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | +1.9% | -0.1% | +2.0% | +1.6% |
| 3M | +15.5% | +34.1% | -18.6% | +10.4% |
| 6M | +16.6% | +23.2% | -6.6% | +12.2% |
| YTD | +5.7% | -11.2% | +16.9% | +6.1% |
| 1Y | +8.6% | -40.5% | +49.1% | +14.9% |
| 3Y | +52.5% | +196.3% | -143.8% | +23.8% |
| 5Y | +67.1% | -67.0% | +134.2% | +75.8% |
| All | +265.1% | +597.4% | -332.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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