+2,876.4%
FITB vs DTE
+3,521.9%
-645.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | -4.5% | -1.9% | -2.7% | -3.4% |
| 3M | +5.7% | -3.3% | +9.0% | +7.7% |
| 6M | +17.1% | -7.1% | +24.2% | +22.1% |
| YTD | +18.3% | +8.1% | +10.2% | +11.6% |
| 1Y | +23.9% | +5.3% | +18.6% | +18.6% |
| 3Y | +131.1% | +48.2% | +82.9% | +75.2% |
| 5Y | +71.1% | +33.2% | +37.9% | +36.2% |
| 10Y | +283.9% | +137.5% | +146.4% | +113.2% |
| All | +2,876.4% | +3,521.9% | -645.5% | +429.4% |
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