+46.4%
DTE vs FDS
-32.7%
+79.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | 0.0% | -8.8% | +8.8% | +0.6% |
| 30D | -0.5% | -1.4% | +0.8% | -0.5% |
| 3M | -6.0% | +13.9% | -19.9% | -7.1% |
| 6M | -7.2% | +27.4% | -34.6% | -9.4% |
| YTD | +7.2% | -2.5% | +9.6% | +8.8% |
| 1Y | +4.1% | -23.8% | +27.8% | +11.7% |
| All | +46.4% | -32.7% | +79.1% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling