+76.5%
FTV vs DTE
+137.8%
-61.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -4.0% | -2.6% | -1.4% | -2.8% |
| 30D | -11.0% | -4.4% | -6.6% | -9.2% |
| 3M | -8.4% | -8.3% | -0.1% | -4.8% |
| 6M | -2.6% | -8.1% | +5.5% | +0.8% |
| YTD | -0.6% | +4.4% | -5.0% | -3.3% |
| 1Y | +11.0% | +0.2% | +10.8% | +9.8% |
| 3Y | -6.3% | +42.6% | -49.0% | -23.4% |
| 5Y | -1.5% | +31.5% | -33.0% | -17.0% |
| All | +76.5% | +137.8% | -61.3% | +13.8% |
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