+39.7%
EXC vs DE
+109.1%
-69.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -1.4% | +2.3% | -3.6% | -1.7% |
| 30D | +8.3% | +9.3% | -1.1% | +7.0% |
| 3M | +2.6% | +12.2% | -9.6% | +0.8% |
| 6M | +5.2% | +18.1% | -12.9% | +2.4% |
| YTD | +7.5% | +49.8% | -42.2% | +0.1% |
| 1Y | +3.2% | +46.4% | -43.2% | -3.7% |
| 3Y | +29.5% | +92.5% | -63.0% | +13.0% |
| 5Y | +39.7% | +107.4% | -67.7% | +19.0% |
| All | +39.7% | +109.1% | -69.5% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling