+668.0%
BE vs DE
+443.1%
+224.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.4% |
| 7D | +10.8% | +0.3% | +10.5% | +10.9% |
| 30D | -19.8% | +3.6% | -23.3% | -21.7% |
| 3M | -18.7% | +10.2% | -29.0% | -25.5% |
| 6M | -33.7% | +16.6% | -50.3% | -42.0% |
| YTD | +121.0% | +45.8% | +75.1% | +58.9% |
| 1Y | +85.4% | +43.9% | +41.5% | +33.1% |
| 3Y | +1,709.5% | +89.6% | +1,619.9% | +891.2% |
| 5Y | +462.2% | +100.3% | +361.9% | +187.2% |
| All | +668.0% | +443.1% | +224.8% | +59.8% |
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