+67.3%
F vs DTE
+152.1%
-84.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +3.4% | -6.5% | -4.9% |
| 30D | 0.0% | +8.9% | -8.9% | -4.6% |
| 3M | -13.2% | +1.1% | -14.3% | -13.8% |
| 6M | -10.2% | +0.1% | -10.3% | -10.7% |
| YTD | -4.9% | +11.1% | -16.0% | -11.5% |
| 1Y | -6.1% | +4.9% | -11.0% | -9.7% |
| 3Y | +46.0% | +58.6% | -12.6% | +9.2% |
| 5Y | -15.7% | +47.3% | -63.0% | -34.5% |
| All | +67.3% | +152.1% | -84.8% | +4.6% |
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