+67.3%
F vs DE
+762.0%
-694.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -3.1% | +0.3% | -3.4% | -3.3% |
| 30D | 0.0% | +3.6% | -3.5% | -1.8% |
| 3M | -13.2% | +10.2% | -23.5% | -18.2% |
| 6M | -10.2% | +16.6% | -26.8% | -18.6% |
| YTD | -4.9% | +45.8% | -50.8% | -25.0% |
| 1Y | -6.1% | +43.9% | -50.0% | -25.5% |
| 3Y | +46.0% | +89.6% | -43.6% | -3.2% |
| 5Y | -15.7% | +100.3% | -116.0% | -47.6% |
| All | +67.3% | +762.0% | -694.7% | -47.6% |
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