+2,926.4%
V vs DE
+1,099.4%
+1,827.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | +10.0% | -11.7% | -5.5% |
| 30D | +2.0% | +13.3% | -11.4% | -3.3% |
| 3M | +17.4% | +17.5% | -0.1% | +9.2% |
| 6M | +17.5% | +13.6% | +3.9% | +10.0% |
| YTD | +7.6% | +49.8% | -42.2% | -10.9% |
| 1Y | +7.7% | +47.9% | -40.2% | -10.6% |
| 3Y | +54.7% | +72.5% | -17.9% | +17.3% |
| 5Y | +73.0% | +90.2% | -17.2% | +21.2% |
| 10Y | +390.9% | +865.4% | -474.5% | +56.5% |
| All | +2,926.4% | +1,099.4% | +1,827.0% | +558.1% |
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 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