+99.1%
FFIV vs DTE
+31.9%
+67.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.7% | +4.0% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | +2.4% | -6.0% | +8.4% | +3.5% |
| 6M | +41.8% | -7.2% | +49.0% | +43.5% |
| YTD | +58.5% | +7.2% | +51.4% | +53.9% |
| 1Y | +24.3% | +4.1% | +20.3% | +21.8% |
| 3Y | +152.0% | +46.9% | +105.2% | +117.5% |
| 5Y | +99.1% | +32.9% | +66.2% | +81.9% |
| All | +99.1% | +31.9% | +67.2% | +81.9% |
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