+192.7%
EXC vs DE
+768.7%
-576.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.9% | +2.3% | -4.3% | -2.5% |
| 30D | +7.8% | +4.4% | +3.3% | +6.6% |
| 3M | +1.9% | +9.8% | -7.9% | -0.9% |
| 6M | +3.4% | +15.8% | -12.4% | -1.2% |
| YTD | +7.6% | +47.0% | -39.4% | -4.6% |
| 1Y | +2.1% | +42.8% | -40.7% | -8.9% |
| 3Y | +29.6% | +88.9% | -59.3% | +4.1% |
| 5Y | +39.5% | +101.9% | -62.4% | +6.4% |
| All | +192.7% | +768.7% | -576.0% | +56.4% |
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