+85.5%
DT vs FE
+44.2%
+41.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -32.2% | +3.6% | -35.8% | -32.9% |
| 3M | -10.9% | +0.3% | -11.2% | -11.1% |
| 6M | +10.0% | +6.4% | +3.6% | +7.7% |
| YTD | +2.1% | +8.1% | -6.0% | -0.9% |
| 1Y | -5.5% | +4.6% | -10.1% | -7.4% |
| 3Y | -12.4% | +49.1% | -61.5% | -24.4% |
| 5Y | -39.7% | +46.1% | -85.8% | -48.3% |
| All | +85.5% | +44.2% | +41.2% | +49.6% |
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