+47.6%
F vs DE
+75.8%
-28.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +10.0% | -4.7% | +1.7% |
| 30D | +4.6% | +13.3% | -8.7% | -0.2% |
| 3M | -3.7% | +17.5% | -21.2% | -9.7% |
| 6M | +16.8% | +13.6% | +3.3% | +10.6% |
| YTD | +15.3% | +49.8% | -34.5% | -4.9% |
| 1Y | +31.0% | +47.9% | -16.9% | +8.4% |
| All | +47.6% | +75.8% | -28.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling