+1,057.8%
TER vs DE
+768.7%
+289.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.2% |
| 7D | +24.0% | +2.3% | +21.6% | +22.7% |
| 30D | -30.6% | +4.4% | -35.1% | -32.3% |
| 3M | -34.5% | +9.8% | -44.3% | -38.3% |
| 6M | -26.4% | +15.8% | -42.1% | -32.5% |
| YTD | +36.4% | +47.0% | -10.5% | +10.0% |
| 1Y | +47.4% | +42.8% | +4.6% | +20.1% |
| 3Y | +202.6% | +88.9% | +113.6% | +109.4% |
| 5Y | +83.9% | +101.9% | -18.0% | +18.2% |
| All | +1,057.8% | +768.7% | +289.0% | +278.9% |
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