+863.5%
DE vs M
-7.1%
+870.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | -3.0% | -4.1% | +1.0% | -2.3% |
| 30D | +11.1% | -13.6% | +24.8% | +14.0% |
| 3M | +17.6% | -2.3% | +19.9% | +17.7% |
| 6M | +13.6% | +21.9% | -8.3% | +8.9% |
| YTD | +46.3% | -0.6% | +46.9% | +45.0% |
| 1Y | +44.2% | +29.7% | +14.5% | +35.6% |
| 3Y | +76.6% | +107.3% | -30.7% | +45.7% |
| 5Y | +98.2% | +20.5% | +77.7% | +72.1% |
| 10Y | +863.5% | -6.1% | +869.6% | +616.6% |
| All | +863.5% | -7.1% | +870.6% | +616.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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