+5,993.3%
FIX vs DE
+849.6%
+5,143.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.4% |
| 7D | +6.1% | +0.7% | +5.4% | +5.6% |
| 30D | -2.7% | +9.6% | -12.3% | -8.1% |
| 3M | -10.9% | +19.0% | -29.9% | -19.7% |
| 6M | +29.0% | +16.1% | +12.9% | +18.0% |
| YTD | +76.9% | +47.0% | +29.9% | +40.5% |
| 1Y | +130.7% | +43.1% | +87.6% | +85.3% |
| 3Y | +790.7% | +77.5% | +713.2% | +515.0% |
| 5Y | +2,185.6% | +96.4% | +2,089.2% | +1,313.5% |
| 10Y | +5,993.3% | +852.9% | +5,140.4% | +1,404.3% |
| All | +5,993.3% | +849.6% | +5,143.7% | +1,404.3% |
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