+210.2%
TER vs DE
+93.1%
+117.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.0% |
| 7D | +5.9% | +2.3% | +3.6% | +5.0% |
| 30D | -30.8% | +9.3% | -40.1% | -34.0% |
| 3M | -29.9% | +12.2% | -42.2% | -34.9% |
| 6M | -27.5% | +18.1% | -45.5% | -34.4% |
| YTD | +37.5% | +49.8% | -12.3% | +9.6% |
| 1Y | +50.3% | +46.4% | +3.9% | +20.4% |
| All | +210.2% | +93.1% | +117.1% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling