+72.2%
V vs SE
-68.6%
+140.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.7% | -6.1% | +4.4% | -1.0% |
| 30D | +2.0% | -2.5% | +4.4% | +2.0% |
| 3M | +17.4% | +21.7% | -4.4% | +14.1% |
| 6M | +17.5% | +27.0% | -9.5% | +13.2% |
| YTD | +7.6% | -12.1% | +19.7% | +8.1% |
| 1Y | +7.7% | -40.9% | +48.6% | +13.3% |
| 3Y | +54.7% | +191.0% | -136.3% | +29.7% |
| All | +72.2% | -68.6% | +140.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling