+35.5%
DTE vs FGI
-69.8%
+105.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +0.9% | +5.2% | -4.3% | +0.9% |
| 30D | -1.9% | +65.2% | -67.1% | -1.6% |
| 3M | -3.3% | +30.2% | -33.5% | -3.1% |
| 6M | -7.1% | +87.8% | -94.9% | -6.5% |
| YTD | +8.1% | +32.5% | -24.3% | +8.6% |
| 1Y | +5.3% | +93.6% | -88.3% | +6.7% |
| 3Y | +48.2% | -2.6% | +50.7% | +51.1% |
| All | +35.5% | -69.8% | +105.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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