+117.6%
DT vs FE
+43.6%
+74.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | +2.0% | -1.2% | +3.2% | +2.3% |
| 3M | +20.0% | +3.5% | +16.5% | +18.5% |
| 6M | +39.3% | -6.1% | +45.4% | +41.2% |
| YTD | +19.8% | +7.6% | +12.1% | +16.5% |
| 1Y | +4.3% | +11.9% | -7.6% | +0.2% |
| 3Y | +7.7% | +48.4% | -40.7% | -7.0% |
| 5Y | -26.8% | +44.8% | -71.6% | -37.1% |
| All | +117.6% | +43.6% | +74.1% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling