+67.7%
V vs DE
+96.1%
-28.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.9% | -3.0% | +0.1% | -2.2% |
| 30D | +1.9% | +11.1% | -9.3% | -0.7% |
| 3M | +13.2% | +17.6% | -4.4% | +8.7% |
| 6M | +16.7% | +13.6% | +3.1% | +12.6% |
| YTD | +5.4% | +46.3% | -40.9% | -5.6% |
| 1Y | +7.7% | +44.2% | -36.5% | -3.3% |
| 3Y | +52.0% | +76.6% | -24.6% | +27.1% |
| 5Y | +67.7% | +98.2% | -30.5% | +32.0% |
| All | +67.7% | +96.1% | -28.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling