+87.8%
DT vs FE
+45.7%
+42.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +3.1% | +1.2% | +1.9% | +2.8% |
| 30D | -29.5% | +4.5% | -34.1% | -30.4% |
| 3M | -11.7% | +1.3% | -13.1% | -12.1% |
| 6M | +29.0% | +8.7% | +20.3% | +25.6% |
| YTD | +3.4% | +9.2% | -5.8% | +0.1% |
| 1Y | -4.2% | +7.0% | -11.2% | -6.7% |
| 3Y | -12.8% | +51.4% | -64.2% | -25.1% |
| 5Y | -39.6% | +47.7% | -87.3% | -48.4% |
| All | +87.8% | +45.7% | +42.1% | +51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling