-79.1%
FIG vs DTE
+4.4%
-83.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.9% |
| 7D | -16.3% | +0.2% | -16.5% | -16.2% |
| 30D | -14.3% | -2.6% | -11.8% | -15.6% |
| 3M | +7.2% | -3.9% | +11.1% | +5.9% |
| 6M | -18.6% | -7.9% | -10.7% | -20.4% |
| YTD | -35.5% | +7.2% | -42.6% | -32.2% |
| 1Y | -55.8% | +3.1% | -58.9% | -53.0% |
| All | -79.1% | +4.4% | -83.5% | -78.4% |
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