+14,183.4%
TER vs DE
+14,847.5%
-664.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +10.0% | -9.4% | -4.2% |
| 30D | -8.3% | +13.3% | -21.6% | -14.2% |
| 3M | -12.2% | +17.5% | -29.7% | -19.2% |
| 6M | +17.1% | +13.6% | +3.5% | +10.0% |
| YTD | +84.7% | +49.8% | +34.9% | +50.4% |
| 1Y | +199.9% | +47.9% | +152.1% | +144.7% |
| 3Y | +232.8% | +72.5% | +160.2% | +148.3% |
| 5Y | +198.6% | +90.2% | +108.3% | +105.8% |
| 10Y | +1,669.7% | +865.4% | +804.4% | +426.6% |
| All | +14,183.4% | +14,847.5% | -664.1% | +1,289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling