+33.8%
FFIV vs DTE
+46.4%
-12.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -0.5% | +3.4% | -4.0% | -1.3% |
| 30D | -32.4% | +8.9% | -41.3% | -33.6% |
| 3M | -25.7% | +1.1% | -26.7% | -25.9% |
| 6M | -13.5% | +0.1% | -13.6% | -13.9% |
| YTD | +21.1% | +11.1% | +10.1% | +16.5% |
| 1Y | +29.4% | +4.9% | +24.5% | +26.6% |
| 3Y | +94.9% | +58.6% | +36.3% | +62.9% |
| All | +33.8% | +46.4% | -12.6% | +16.7% |
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 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