+476.5%
V vs DE
+768.7%
-292.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -0.4% | +2.3% | -2.7% | -1.2% |
| 30D | +6.3% | +4.4% | +1.9% | +4.7% |
| 3M | +17.2% | +9.8% | +7.4% | +12.8% |
| 6M | +29.2% | +15.8% | +13.5% | +21.4% |
| YTD | +20.8% | +47.0% | -26.2% | +2.5% |
| 1Y | +25.0% | +42.8% | -17.8% | +7.1% |
| 3Y | +75.3% | +88.9% | -13.6% | +31.6% |
| 5Y | +105.8% | +101.9% | +4.0% | +44.5% |
| All | +476.5% | +768.7% | -292.2% | +138.1% |
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 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