+1,802.9%
TER vs DE
+867.0%
+935.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.6% |
| 7D | +9.4% | -2.4% | +11.7% | +10.7% |
| 30D | -2.4% | +9.7% | -12.1% | -7.8% |
| 3M | +6.5% | +21.4% | -14.8% | -4.5% |
| 6M | +23.2% | +15.0% | +8.2% | +14.1% |
| YTD | +91.5% | +46.4% | +45.1% | +55.0% |
| 1Y | +214.8% | +45.6% | +169.2% | +154.2% |
| 3Y | +275.3% | +76.8% | +198.6% | +169.2% |
| 5Y | +211.9% | +99.4% | +112.5% | +101.7% |
| All | +1,802.9% | +867.0% | +935.9% | +464.8% |
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