-28.8%
DT vs FND
-61.0%
+32.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -1.6% |
| 7D | -4.9% | +0.4% | -5.2% | -5.0% |
| 30D | +2.7% | -23.6% | +26.3% | +11.5% |
| 3M | +20.0% | +4.3% | +15.6% | +16.6% |
| 6M | +28.0% | -20.3% | +48.3% | +34.8% |
| YTD | +16.0% | -21.3% | +37.3% | +21.2% |
| 1Y | +0.7% | -45.4% | +46.1% | +19.5% |
| 3Y | +6.2% | -48.9% | +55.1% | +17.5% |
| All | -28.8% | -61.0% | +32.2% | -9.9% |
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