+142.7%
FFIV vs DTE
+48.7%
+94.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | -2.7% | -1.9% | -0.8% | -2.6% |
| 3M | -1.7% | -3.3% | +1.7% | -1.7% |
| 6M | +36.1% | -7.1% | +43.2% | +36.4% |
| YTD | +52.6% | +8.1% | +44.5% | +49.8% |
| 1Y | +21.5% | +5.3% | +16.3% | +19.8% |
| 3Y | +142.7% | +48.2% | +94.5% | +125.2% |
| All | +142.7% | +48.7% | +94.0% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling