+603.1%
DE vs FND
+58.4%
+544.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -0.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +9.6% | -23.6% | +33.2% | +16.7% |
| 3M | +19.0% | +4.3% | +14.6% | +16.3% |
| 6M | +16.1% | -20.3% | +36.3% | +20.5% |
| YTD | +47.0% | -21.3% | +68.3% | +52.1% |
| 1Y | +43.1% | -45.4% | +88.5% | +62.0% |
| 3Y | +77.5% | -48.9% | +126.4% | +97.5% |
| 5Y | +96.4% | -61.0% | +157.4% | +122.6% |
| All | +603.1% | +58.4% | +544.7% | +452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling