+284.0%
FITB vs DTE
+137.8%
+146.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.5% |
| 7D | -0.3% | -2.6% | +2.3% | +1.5% |
| 30D | -5.7% | -4.4% | -1.3% | -2.7% |
| 3M | +3.2% | -8.3% | +11.5% | +9.4% |
| 6M | +23.4% | -8.1% | +31.5% | +30.1% |
| YTD | +18.8% | +4.4% | +14.4% | +13.7% |
| 1Y | +25.0% | +0.2% | +24.8% | +23.0% |
| 3Y | +131.2% | +42.6% | +88.6% | +70.9% |
| 5Y | +70.7% | +31.5% | +39.2% | +30.1% |
| All | +284.0% | +137.8% | +146.2% | +137.3% |
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