+5,150.0%
FFIV vs DTE
+1,075.9%
+4,074.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -5.1% | -2.6% | -2.5% | -4.3% |
| 3M | -4.5% | -3.9% | -0.6% | -3.5% |
| 6M | +36.5% | -7.9% | +44.4% | +39.4% |
| YTD | +53.0% | +7.2% | +45.8% | +48.2% |
| 1Y | +24.2% | +3.1% | +21.1% | +21.9% |
| 3Y | +137.2% | +47.6% | +89.6% | +102.6% |
| 5Y | +91.8% | +32.7% | +59.0% | +69.0% |
| 10Y | +215.2% | +138.8% | +76.4% | +119.6% |
| All | +5,150.0% | +1,075.9% | +4,074.1% | +1,945.5% |
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