+123.4%
FE vs DTE
+152.1%
-28.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +1.2% | +3.4% | -2.2% | -1.1% |
| 30D | +4.5% | +8.9% | -4.4% | -1.5% |
| 3M | +1.3% | +1.1% | +0.3% | +0.5% |
| 6M | +8.7% | +0.1% | +8.6% | +8.4% |
| YTD | +9.2% | +11.1% | -1.8% | +1.2% |
| 1Y | +7.0% | +4.9% | +2.0% | +3.0% |
| 3Y | +51.4% | +58.6% | -7.2% | +9.0% |
| 5Y | +47.7% | +47.3% | +0.4% | +11.9% |
| All | +123.4% | +152.1% | -28.7% | +12.7% |
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