+0.2%
DTE vs FDS
-27.2%
+27.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -2.6% | -14.0% | +11.4% | -2.9% |
| 30D | -4.4% | -6.2% | +1.8% | -4.5% |
| 3M | -8.3% | +10.2% | -18.5% | -8.0% |
| 6M | -8.1% | +27.4% | -35.5% | -7.4% |
| YTD | +4.4% | -9.3% | +13.7% | +4.4% |
| 1Y | +0.2% | -28.6% | +28.8% | -1.2% |
| All | +0.2% | -27.2% | +27.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling