+1,036.2%
FTI vs DTE
+30.3%
+1,005.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -4.4% | -2.6% | -1.8% | -3.5% |
| 30D | +1.5% | -4.4% | +5.9% | +3.0% |
| 3M | +8.2% | -8.3% | +16.5% | +11.2% |
| 6M | +18.8% | -8.1% | +26.9% | +21.7% |
| YTD | +71.7% | +4.4% | +67.3% | +67.3% |
| 1Y | +90.0% | +0.2% | +89.9% | +87.8% |
| 3Y | +270.5% | +42.6% | +227.9% | +214.2% |
| All | +1,036.2% | +30.3% | +1,005.9% | +936.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling