+110.9%
DT vs FE
+42.6%
+68.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | +2.7% | -2.1% | +4.8% | +3.2% |
| 3M | +20.0% | +2.6% | +17.3% | +18.8% |
| 6M | +28.0% | -6.8% | +34.8% | +30.1% |
| YTD | +16.0% | +6.9% | +9.2% | +13.1% |
| 1Y | +0.7% | +11.6% | -10.8% | -3.2% |
| 3Y | +6.2% | +47.7% | -41.5% | -8.2% |
| 5Y | -28.1% | +46.2% | -74.3% | -38.5% |
| All | +110.9% | +42.6% | +68.3% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling