+26.6%
BA vs DE
+783.8%
-757.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | 0.0% | +3.3% | -3.2% | -2.0% |
| 30D | -8.9% | +10.7% | -19.7% | -14.7% |
| 3M | -25.5% | +13.1% | -38.7% | -32.0% |
| 6M | -27.0% | +20.2% | -47.2% | -36.5% |
| YTD | -20.1% | +48.9% | -69.0% | -41.3% |
| 1Y | -11.0% | +46.6% | -57.6% | -34.3% |
| 3Y | -11.8% | +91.4% | -103.2% | -48.6% |
| 5Y | -20.6% | +108.1% | -128.8% | -59.3% |
| 10Y | +26.6% | +782.7% | -756.1% | -71.8% |
| All | +26.6% | +783.8% | -757.1% | -71.8% |
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