+73.4%
DFEV vs SPY
+75.1%
-1.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | -4.4% | -2.7% | -1.7% | -2.3% |
| 30D | -11.4% | -5.4% | -6.0% | -7.4% |
| 3M | -6.5% | -4.1% | -2.4% | -3.3% |
| 6M | -7.8% | +0.7% | -8.5% | -7.7% |
| YTD | +14.2% | +8.7% | +5.6% | +8.8% |
| 1Y | +16.6% | +10.9% | +5.7% | +9.8% |
| 3Y | +73.4% | +75.0% | -1.6% | +14.6% |
| All | +73.4% | +75.1% | -1.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling