+134.2%
DTE vs FDS
+64.8%
+69.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -2.6% | -14.0% | +11.4% | +1.3% |
| 30D | -4.4% | -6.2% | +1.8% | -3.0% |
| 3M | -8.3% | +10.2% | -18.5% | -11.7% |
| 6M | -8.1% | +27.4% | -35.5% | -16.6% |
| YTD | +4.4% | -9.3% | +13.7% | +5.0% |
| 1Y | +0.2% | -28.6% | +28.8% | +8.8% |
| 3Y | +42.6% | -36.8% | +79.4% | +59.8% |
| 5Y | +31.5% | -28.6% | +60.1% | +36.9% |
| All | +134.2% | +64.8% | +69.4% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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