-49.3%
TE vs DE
+97.2%
-146.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.2% | -2.6% | +2.8% | +1.5% |
| 30D | -5.9% | +9.0% | -14.9% | -11.4% |
| 3M | -45.6% | +19.1% | -64.7% | -51.1% |
| 6M | -43.4% | +14.4% | -57.7% | -48.3% |
| YTD | -31.0% | +45.9% | -76.9% | -47.5% |
| 1Y | +145.2% | +43.6% | +101.6% | +84.4% |
| 3Y | -24.1% | +75.9% | -99.9% | -50.1% |
| All | -49.3% | +97.2% | -146.5% | -69.1% |
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