+1,449.6%
NET vs DE
+363.2%
+1,086.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | +10.0% | -17.0% | -10.1% |
| 30D | -4.8% | +13.3% | -18.1% | -9.2% |
| 3M | +3.8% | +17.5% | -13.7% | -2.8% |
| 6M | +50.0% | +13.6% | +36.5% | +41.4% |
| YTD | +41.5% | +49.8% | -8.3% | +18.7% |
| 1Y | +32.8% | +47.9% | -15.0% | +11.5% |
| 3Y | +335.9% | +72.5% | +263.4% | +240.4% |
| 5Y | +113.8% | +90.2% | +23.6% | +59.6% |
| All | +1,449.6% | +363.2% | +1,086.4% | +801.9% |
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 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