+92.5%
FTV vs DTE
+125.8%
-33.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.8% |
| 30D | -8.3% | -1.9% | -6.4% | -7.6% |
| 3M | -7.4% | -3.3% | -4.1% | -6.1% |
| 6M | -1.2% | -7.1% | +5.9% | +1.7% |
| YTD | +2.7% | +8.1% | -5.4% | -1.7% |
| 1Y | +18.4% | +5.3% | +13.2% | +14.6% |
| 3Y | -2.0% | +48.2% | -50.2% | -21.2% |
| 5Y | +3.4% | +33.2% | -29.8% | -13.1% |
| 10Y | +78.5% | +137.5% | -59.0% | +14.6% |
| All | +92.5% | +125.8% | -33.4% | +23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling