+124.0%
EW vs DE
+867.0%
-743.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | -7.4% | +9.7% | -17.1% | -9.9% |
| 3M | +0.9% | +21.4% | -20.4% | -5.0% |
| 6M | +1.2% | +15.0% | -13.9% | -3.8% |
| YTD | +1.8% | +46.4% | -44.6% | -10.6% |
| 1Y | +10.8% | +45.6% | -34.8% | -2.7% |
| 3Y | +17.1% | +76.8% | -59.6% | -5.7% |
| 5Y | -28.2% | +99.4% | -127.6% | -46.5% |
| All | +124.0% | +867.0% | -743.0% | -8.6% |
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