+151.3%
DTE vs FIVE
+535.9%
-384.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +9.1% | +17.4% | -8.3% | +6.9% |
| 3M | +2.4% | +7.0% | -4.6% | +1.3% |
| 6M | -0.2% | +20.5% | -20.7% | -3.1% |
| YTD | +11.0% | +33.1% | -22.1% | +6.0% |
| 1Y | +3.4% | +67.1% | -63.7% | -4.2% |
| 3Y | +57.1% | +41.9% | +15.2% | +45.4% |
| 5Y | +46.6% | +21.1% | +25.5% | +35.9% |
| 10Y | +151.3% | +518.8% | -367.5% | +81.4% |
| All | +151.3% | +535.9% | -384.6% | +81.4% |
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