+3,553.2%
FIX vs DTE
+152.1%
+3,401.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +9.4% | +3.4% | +6.0% | +7.6% |
| 30D | -27.8% | +8.9% | -36.7% | -31.2% |
| 3M | -35.6% | +1.1% | -36.6% | -36.1% |
| 6M | -45.2% | +0.1% | -45.3% | -45.8% |
| YTD | +19.5% | +11.1% | +8.4% | +11.4% |
| 1Y | +24.2% | +4.9% | +19.3% | +19.4% |
| 3Y | +494.2% | +58.6% | +435.6% | +335.8% |
| 5Y | +1,036.1% | +47.3% | +988.9% | +751.4% |
| All | +3,553.2% | +152.1% | +3,401.1% | +2,054.9% |
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