+44.9%
DTE vs FIVE
+18.8%
+26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.5% | +7.3% | -3.8% | +3.2% |
| 30D | +9.5% | +18.1% | -8.5% | +8.7% |
| 3M | +2.5% | +7.7% | -5.2% | +2.1% |
| 6M | +0.6% | +13.6% | -13.1% | -0.2% |
| YTD | +10.5% | +34.6% | -24.1% | +8.7% |
| 1Y | +3.3% | +66.2% | -62.9% | +0.6% |
| 3Y | +56.3% | +43.5% | +12.8% | +55.6% |
| 5Y | +44.9% | +20.7% | +24.3% | +43.0% |
| All | +44.9% | +18.8% | +26.1% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling