+3,553.2%
FIX vs DE
+762.0%
+2,791.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.4% | +0.3% | +9.1% | +9.4% |
| 30D | -27.8% | +3.6% | -31.3% | -29.3% |
| 3M | -35.6% | +10.2% | -45.8% | -39.7% |
| 6M | -45.2% | +16.6% | -61.8% | -50.4% |
| YTD | +19.5% | +45.8% | -26.3% | -5.2% |
| 1Y | +24.2% | +43.9% | -19.7% | -1.0% |
| 3Y | +494.2% | +89.6% | +404.6% | +293.3% |
| 5Y | +1,036.1% | +100.3% | +935.8% | +592.5% |
| All | +3,553.2% | +762.0% | +2,791.2% | +908.7% |
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