+47.9%
DE vs FND
-36.4%
+84.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | +10.0% | -5.2% | +15.3% | +10.6% |
| 30D | +13.3% | -19.9% | +33.2% | +16.1% |
| 3M | +17.5% | +2.7% | +14.8% | +16.3% |
| 6M | +13.6% | -21.7% | +35.2% | +15.7% |
| YTD | +49.8% | -17.5% | +67.3% | +49.2% |
| 1Y | +47.9% | -39.3% | +87.2% | +54.7% |
| All | +47.9% | -36.4% | +84.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling