+117.8%
EW vs DTE
+137.8%
-20.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -6.2% | -2.6% | -3.6% | -5.2% |
| 30D | -9.3% | -4.4% | -4.9% | -7.7% |
| 3M | -1.6% | -8.3% | +6.7% | +1.7% |
| 6M | -0.8% | -8.1% | +7.2% | +2.1% |
| YTD | -1.0% | +4.4% | -5.5% | -3.5% |
| 1Y | +8.2% | +0.2% | +8.0% | +7.2% |
| 3Y | +12.7% | +42.6% | -29.9% | -5.5% |
| 5Y | -30.2% | +31.5% | -61.7% | -39.9% |
| All | +117.8% | +137.8% | -20.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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