+69.4%
F vs DTE
+149.8%
-80.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +1.0% | +3.5% | -2.6% | -1.0% |
| 30D | +2.1% | +9.5% | -7.4% | -3.0% |
| 3M | -10.3% | +2.5% | -12.8% | -11.7% |
| 6M | +3.3% | +0.6% | +2.7% | +2.3% |
| YTD | -2.0% | +10.5% | -12.5% | -8.4% |
| 1Y | -2.3% | +3.3% | -5.6% | -5.2% |
| 3Y | +49.9% | +56.3% | -6.4% | +13.1% |
| 5Y | -12.5% | +44.9% | -57.4% | -31.3% |
| All | +69.4% | +149.8% | -80.3% | +6.3% |
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