+82.1%
DT vs FE
+43.9%
+38.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -24.7% | 0.0% | -24.7% | -24.7% |
| 30D | -27.4% | +5.2% | -32.6% | -28.4% |
| 3M | -11.1% | 0.0% | -11.1% | -11.2% |
| 6M | +13.7% | +5.0% | +8.6% | +11.7% |
| YTD | +0.2% | +7.9% | -7.7% | -2.6% |
| 1Y | -5.7% | +6.3% | -12.0% | -8.0% |
| 3Y | -8.1% | +46.0% | -54.1% | -20.2% |
| 5Y | -43.1% | +45.6% | -88.7% | -51.2% |
| All | +82.1% | +43.9% | +38.2% | +46.9% |
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