-79.9%
FIG vs DTE
+1.7%
-81.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +3.9% |
| 7D | -3.8% | -2.6% | -1.2% | -5.5% |
| 30D | -2.3% | -4.4% | +2.1% | -5.2% |
| 3M | +20.0% | -8.3% | +28.3% | +14.6% |
| 6M | -16.7% | -8.1% | -8.6% | -19.1% |
| YTD | -37.9% | +4.4% | -42.3% | -35.9% |
| 1Y | -58.5% | +0.2% | -58.7% | -56.6% |
| All | -79.9% | +1.7% | -81.6% | -79.6% |
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