+67.7%
V vs DTE
+31.9%
+35.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +1.9% | -0.5% | +2.4% | +2.0% |
| 3M | +13.2% | -6.0% | +19.3% | +15.2% |
| 6M | +16.7% | -7.2% | +23.9% | +19.0% |
| YTD | +5.4% | +7.2% | -1.8% | +2.3% |
| 1Y | +7.7% | +4.1% | +3.6% | +5.5% |
| 3Y | +52.0% | +46.9% | +5.1% | +32.7% |
| 5Y | +67.7% | +32.9% | +34.8% | +53.0% |
| All | +67.7% | +31.9% | +35.8% | +53.0% |
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