-12.6%
DT vs FE
+49.1%
-61.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -30.4% | +3.9% | -34.2% | -30.1% |
| 3M | -9.4% | -0.1% | -9.3% | -9.3% |
| 6M | +14.5% | +6.1% | +8.4% | +14.8% |
| YTD | +3.6% | +8.1% | -4.5% | +3.7% |
| 1Y | -3.4% | +4.4% | -7.9% | -3.4% |
| All | -12.6% | +49.1% | -61.7% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling