+851.5%
DE vs FTI
+305.3%
+546.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.6% | -4.4% | +1.8% | -1.4% |
| 30D | +9.0% | +1.5% | +7.5% | +8.6% |
| 3M | +19.1% | +8.2% | +10.9% | +16.1% |
| 6M | +14.4% | +18.8% | -4.4% | +8.1% |
| YTD | +45.9% | +71.7% | -25.7% | +24.3% |
| 1Y | +43.6% | +90.0% | -46.4% | +18.5% |
| 3Y | +75.9% | +270.5% | -194.6% | +16.6% |
| 5Y | +98.8% | +1,084.5% | -985.8% | -10.6% |
| All | +851.5% | +305.3% | +546.2% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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