+34.5%
DTE vs FGI
-70.6%
+105.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | -0.3% | -7.0% | +6.7% | -0.3% |
| 30D | +6.2% | -4.2% | +10.4% | +6.2% |
| 3M | -2.6% | +55.6% | -58.2% | -2.3% |
| 6M | -3.5% | -3.2% | -0.4% | -3.4% |
| YTD | +7.4% | +29.1% | -21.8% | +7.9% |
| 1Y | +4.2% | +51.0% | -46.8% | +4.9% |
| 3Y | +51.7% | +1.5% | +50.2% | +54.6% |
| All | +34.5% | -70.6% | +105.1% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling