+1,315.5%
FERG vs DTE
+566.3%
+749.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -15.1% | -0.5% | -14.5% | -15.0% |
| 3M | -4.8% | -6.0% | +1.2% | -4.3% |
| 6M | -2.5% | -7.2% | +4.8% | -1.8% |
| YTD | +1.8% | +7.2% | -5.4% | +1.2% |
| 1Y | -0.3% | +4.1% | -4.4% | -0.7% |
| 3Y | +52.9% | +46.9% | +6.1% | +48.4% |
| 5Y | +69.3% | +32.9% | +36.4% | +65.3% |
| 10Y | +352.7% | +144.5% | +208.2% | +349.7% |
| All | +1,315.5% | +566.3% | +749.2% | +1,381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling