+84.1%
F vs DTE
+136.5%
-52.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.4% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -2.9% | -0.5% | -2.4% | -2.7% |
| 3M | -9.1% | -6.0% | -3.0% | -6.3% |
| 6M | +12.9% | -7.2% | +20.1% | +16.9% |
| YTD | +6.1% | +7.2% | -1.1% | +0.9% |
| 1Y | +22.5% | +4.1% | +18.5% | +18.4% |
| 3Y | +32.1% | +46.9% | -14.8% | +3.5% |
| 5Y | +43.7% | +32.9% | +10.8% | +18.6% |
| 10Y | +84.1% | +144.5% | -60.4% | +15.2% |
| All | +84.1% | +136.5% | -52.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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