+46.2%
FE vs DTE
+35.6%
+10.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | +0.6% | +0.9% | -0.3% | 0.0% |
| 30D | -2.1% | -1.9% | -0.3% | -0.8% |
| 3M | +2.6% | -3.3% | +6.0% | +5.1% |
| 6M | -6.8% | -7.1% | +0.3% | -1.9% |
| YTD | +6.9% | +8.1% | -1.2% | +0.5% |
| 1Y | +11.6% | +5.3% | +6.3% | +6.8% |
| 3Y | +47.7% | +48.2% | -0.5% | +7.8% |
| 5Y | +46.2% | +33.2% | +13.0% | +15.6% |
| All | +46.2% | +35.6% | +10.6% | +15.6% |
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 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