+107.4%
DE vs M
-2.8%
+110.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.5% |
| 7D | +3.5% | +2.5% | +1.0% | +3.0% |
| 30D | +11.3% | +10.1% | +1.3% | +9.2% |
| 3M | +11.6% | -0.9% | +12.5% | +11.4% |
| 6M | +20.9% | +30.2% | -9.3% | +14.2% |
| YTD | +49.7% | +16.3% | +33.4% | +43.8% |
| 1Y | +49.5% | +27.0% | +22.5% | +41.0% |
| 3Y | +94.7% | +154.5% | -59.8% | +51.5% |
| 5Y | +107.4% | -1.1% | +108.4% | +83.3% |
| All | +107.4% | -2.8% | +110.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling