-15.8%
F vs DE
+99.7%
-115.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.3% |
| 7D | +1.6% | -0.6% | +2.1% | +1.8% |
| 30D | +2.6% | +2.3% | +0.4% | +1.5% |
| 3M | -8.8% | +9.5% | -18.3% | -13.0% |
| 6M | +4.6% | +14.1% | -9.5% | -3.0% |
| YTD | -1.9% | +45.4% | -47.3% | -20.8% |
| 1Y | -0.8% | +42.9% | -43.7% | -19.4% |
| 3Y | +43.5% | +84.8% | -41.4% | -0.8% |
| All | -15.8% | +99.7% | -115.5% | -49.1% |
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 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