+2,926.4%
V vs DTE
+704.4%
+2,222.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.6% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +2.0% | -2.6% | +4.5% | +3.2% |
| 3M | +17.4% | -3.9% | +21.3% | +19.4% |
| 6M | +17.5% | -7.9% | +25.4% | +21.6% |
| YTD | +7.6% | +7.2% | +0.4% | +3.0% |
| 1Y | +7.7% | +3.1% | +4.6% | +5.0% |
| 3Y | +54.7% | +47.6% | +7.1% | +24.0% |
| 5Y | +73.0% | +32.7% | +40.3% | +44.3% |
| 10Y | +390.9% | +138.8% | +252.1% | +186.8% |
| All | +2,926.4% | +704.4% | +2,222.1% | +830.5% |
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 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