+1,003.0%
BE vs DTE
+88.0%
+915.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.3% | +8.0% | +7.6% |
| 7D | +9.0% | -2.6% | +11.6% | +11.2% |
| 30D | +16.3% | -4.4% | +20.7% | +20.3% |
| 3M | +10.8% | -8.3% | +19.1% | +16.5% |
| 6M | +73.2% | -8.1% | +81.3% | +81.1% |
| YTD | +217.4% | +4.4% | +212.9% | +198.7% |
| 1Y | +309.8% | +0.2% | +309.6% | +296.6% |
| 3Y | +1,726.2% | +42.6% | +1,683.5% | +1,211.1% |
| 5Y | +1,306.2% | +31.5% | +1,274.7% | +952.4% |
| All | +1,003.0% | +88.0% | +915.0% | +578.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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