+23.3%
BA vs DE
+762.0%
-738.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -7.1% | +3.6% | -10.7% | -9.3% |
| 3M | -25.5% | +10.2% | -35.8% | -30.9% |
| 6M | -28.7% | +16.6% | -45.3% | -36.8% |
| YTD | -21.0% | +45.8% | -66.8% | -41.2% |
| 1Y | -11.9% | +43.9% | -55.8% | -34.2% |
| 3Y | -16.2% | +89.6% | -105.8% | -50.9% |
| 5Y | -22.4% | +100.3% | -122.7% | -59.1% |
| All | +23.3% | +762.0% | -738.7% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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