+598.0%
DE vs FND
+56.5%
+541.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -2.6% | -5.8% | +3.2% | -1.2% |
| 30D | +9.0% | -20.2% | +29.2% | +14.9% |
| 3M | +19.1% | -12.0% | +31.1% | +21.7% |
| 6M | +14.4% | -18.5% | +32.9% | +18.1% |
| YTD | +45.9% | -22.3% | +68.2% | +51.4% |
| 1Y | +43.6% | -47.6% | +91.2% | +64.3% |
| 3Y | +75.9% | -49.8% | +125.6% | +96.5% |
| 5Y | +98.8% | -63.0% | +161.7% | +128.6% |
| All | +598.0% | +56.5% | +541.5% | +450.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling