+157.2%
EXC vs DE
+867.0%
-709.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -2.4% | +0.7% | -1.0% |
| 30D | -2.4% | +9.7% | -12.1% | -4.9% |
| 3M | -4.0% | +21.4% | -25.3% | -9.1% |
| 6M | -9.8% | +15.0% | -24.8% | -13.8% |
| YTD | +2.3% | +46.4% | -44.1% | -9.1% |
| 1Y | +3.8% | +45.6% | -41.8% | -7.8% |
| 3Y | +19.7% | +76.8% | -57.0% | -1.8% |
| 5Y | +45.6% | +99.4% | -53.8% | +11.2% |
| All | +157.2% | +867.0% | -709.8% | +20.1% |
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