+32.6%
NET vs DE
+109.4%
-76.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.2% |
| 7D | -16.4% | +5.6% | -22.0% | -18.4% |
| 30D | -25.8% | -0.8% | -25.0% | -25.8% |
| 3M | -11.5% | +9.8% | -21.4% | -16.1% |
| 6M | +18.9% | +17.5% | +1.4% | +8.1% |
| YTD | +35.2% | +46.5% | -11.2% | +6.2% |
| 1Y | +14.5% | +46.1% | -31.7% | -10.4% |
| 3Y | +313.8% | +84.2% | +229.6% | +171.4% |
| 5Y | +32.6% | +105.8% | -73.2% | -21.0% |
| All | +32.6% | +109.4% | -76.8% | -21.0% |
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