-43.0%
DT vs FE
+42.2%
-85.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -24.7% | -1.0% | -23.7% | -24.6% |
| 30D | -27.4% | +4.1% | -31.5% | -27.7% |
| 3M | -11.1% | -1.0% | -10.1% | -11.0% |
| 6M | +13.7% | +4.0% | +9.7% | +12.8% |
| YTD | +0.2% | +6.8% | -6.6% | -1.2% |
| 1Y | -5.7% | +5.3% | -11.0% | -6.9% |
| 3Y | -8.1% | +44.6% | -52.7% | -16.1% |
| All | -43.0% | +42.2% | -85.2% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling