+6,034.5%
FIX vs DTE
+136.5%
+5,898.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -3.5% | -0.5% | -3.0% | -3.2% |
| 3M | -11.8% | -6.0% | -5.7% | -9.3% |
| 6M | +17.8% | -7.2% | +25.0% | +21.6% |
| YTD | +73.3% | +7.2% | +66.1% | +65.3% |
| 1Y | +128.1% | +4.1% | +124.0% | +120.8% |
| 3Y | +772.7% | +46.9% | +725.8% | +571.3% |
| 5Y | +2,166.4% | +32.9% | +2,133.5% | +1,722.8% |
| 10Y | +6,034.5% | +144.5% | +5,890.0% | +3,554.4% |
| All | +6,034.5% | +136.5% | +5,898.0% | +3,554.4% |
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 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