+48.6%
FE vs DTE
+42.0%
+6.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +5.2% | +6.2% | -1.0% | +0.6% |
| 3M | 0.0% | -2.6% | +2.6% | +1.8% |
| 6M | +5.0% | -3.5% | +8.6% | +7.6% |
| YTD | +7.9% | +7.4% | +0.5% | +1.8% |
| 1Y | +6.3% | +4.2% | +2.1% | +2.5% |
| 3Y | +46.0% | +51.7% | -5.7% | +4.3% |
| All | +48.6% | +42.0% | +6.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling