-23.7%
FPS vs DTE
+5.1%
-28.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | 0.0% |
| 7D | +13.6% | +3.4% | +10.1% | +14.5% |
| 30D | -32.4% | +8.9% | -41.2% | -30.2% |
| 3M | -41.1% | +1.1% | -42.2% | -40.3% |
| 6M | -51.4% | +0.1% | -51.5% | -51.2% |
| All | -23.7% | +5.1% | -28.8% | -20.5% |
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