+76.8%
V vs DE
+92.0%
-15.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.8% | +3.3% | -2.5% | +0.3% |
| 30D | +9.9% | +10.7% | -0.8% | +8.3% |
| 3M | +17.5% | +13.1% | +4.4% | +15.1% |
| 6M | +33.5% | +20.2% | +13.2% | +29.0% |
| YTD | +21.6% | +48.9% | -27.3% | +11.1% |
| 1Y | +27.6% | +46.6% | -19.0% | +16.9% |
| All | +76.8% | +92.0% | -15.1% | +52.9% |
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