+53.9%
F vs DE
+92.1%
-38.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +10.0% | -4.7% | +0.8% |
| 30D | +4.6% | +13.3% | -8.7% | -1.6% |
| 3M | -3.7% | +17.5% | -21.2% | -11.3% |
| 6M | +16.8% | +13.6% | +3.3% | +8.6% |
| YTD | +15.3% | +49.8% | -34.5% | -8.1% |
| 1Y | +31.0% | +47.9% | -16.9% | +4.7% |
| 3Y | +45.4% | +72.5% | -27.1% | +4.8% |
| All | +53.9% | +92.1% | -38.2% | -2.5% |
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