+34.3%
DTE vs FGI
-70.4%
+104.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -0.7% |
| 7D | +0.2% | +0.5% | -0.4% | +0.2% |
| 30D | -2.6% | +65.4% | -68.0% | -2.3% |
| 3M | -3.9% | +23.5% | -27.4% | -3.7% |
| 6M | -7.9% | +60.5% | -68.4% | -7.4% |
| YTD | +7.2% | +30.0% | -22.8% | +7.7% |
| 1Y | +3.1% | +82.1% | -79.0% | +4.5% |
| 3Y | +47.6% | -4.4% | +52.0% | +50.5% |
| All | +34.3% | -70.4% | +104.7% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling