+2.6%
DTE vs FGI
+51.2%
-48.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.5% | -0.4% |
| 7D | +3.2% | +13.5% | -10.3% | +3.2% |
| 30D | +8.5% | +17.1% | -8.6% | +8.4% |
| 3M | +1.3% | +78.0% | -76.7% | +1.1% |
| 6M | -0.7% | +46.4% | -47.1% | -0.9% |
| YTD | +10.6% | +47.7% | -37.1% | +10.1% |
| 1Y | +2.6% | +56.8% | -54.1% | +0.8% |
| All | +2.6% | +51.2% | -48.5% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling