+98.2%
DE vs A
-16.2%
+114.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -3.0% | -4.4% | +1.4% | -1.8% |
| 30D | +11.1% | -2.7% | +13.8% | +11.8% |
| 3M | +17.6% | +7.0% | +10.6% | +15.0% |
| 6M | +13.6% | +24.6% | -11.0% | +5.7% |
| YTD | +46.3% | +7.0% | +39.2% | +42.1% |
| 1Y | +44.2% | +15.6% | +28.6% | +36.5% |
| 3Y | +76.6% | +29.9% | +46.7% | +58.5% |
| 5Y | +98.2% | -15.4% | +113.6% | +83.0% |
| All | +98.2% | -16.2% | +114.5% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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