+144.5%
DTE vs FIVE
+486.0%
-341.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.5% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -0.5% | +5.0% | -5.5% | -1.2% |
| 3M | -6.0% | +29.5% | -35.5% | -9.2% |
| 6M | -7.2% | +12.4% | -19.6% | -9.2% |
| YTD | +7.2% | +31.2% | -24.0% | +2.6% |
| 1Y | +4.1% | +72.9% | -68.8% | -4.2% |
| 3Y | +46.9% | +53.0% | -6.1% | +33.9% |
| 5Y | +32.9% | +34.2% | -1.3% | +20.3% |
| 10Y | +144.5% | +497.6% | -353.1% | +75.4% |
| All | +144.5% | +486.0% | -341.5% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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