+99.4%
DE vs FND
-62.8%
+162.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -2.4% | -5.1% | +2.7% | -1.4% |
| 30D | +9.7% | -22.5% | +32.2% | +15.1% |
| 3M | +21.4% | -5.0% | +26.4% | +21.5% |
| 6M | +15.0% | -21.5% | +36.5% | +19.0% |
| YTD | +46.4% | -23.0% | +69.4% | +51.1% |
| 1Y | +45.6% | -44.9% | +90.5% | +61.1% |
| 3Y | +76.8% | -50.0% | +126.8% | +94.9% |
| 5Y | +99.4% | -63.3% | +162.7% | +124.4% |
| All | +99.4% | -62.8% | +162.2% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling