+246.7%
FFIV vs DTE
+137.8%
+108.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.7% |
| 7D | +5.4% | -2.6% | +8.0% | +6.3% |
| 30D | -2.7% | -4.4% | +1.7% | -1.3% |
| 3M | +4.5% | -8.3% | +12.9% | +7.1% |
| 6M | +42.2% | -8.1% | +50.3% | +45.1% |
| YTD | +61.3% | +4.4% | +56.9% | +57.3% |
| 1Y | +23.0% | +0.2% | +22.9% | +21.7% |
| 3Y | +156.3% | +42.6% | +113.7% | +119.8% |
| 5Y | +102.9% | +31.5% | +71.4% | +78.2% |
| All | +246.7% | +137.8% | +108.9% | +166.7% |
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