+73.6%
BA vs DE
+867.4%
-793.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | +10.0% | -8.9% | -5.0% |
| 30D | -11.6% | +13.3% | -25.0% | -19.0% |
| 3M | -2.4% | +17.5% | -19.9% | -12.9% |
| 6M | -6.6% | +13.6% | -20.2% | -15.6% |
| YTD | -2.2% | +49.8% | -52.0% | -28.0% |
| 1Y | -8.0% | +47.9% | -55.9% | -32.2% |
| 3Y | -5.0% | +72.5% | -77.5% | -39.9% |
| 5Y | -2.7% | +90.2% | -92.9% | -46.2% |
| All | +73.6% | +867.4% | -793.9% | -65.5% |
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