+58.6%
DTE vs FDS
-23.3%
+81.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.4% | +1.5% | +2.0% | +3.3% |
| 30D | +8.9% | +14.8% | -5.9% | +8.0% |
| 3M | +1.1% | +16.3% | -15.2% | +0.1% |
| 6M | +0.1% | +66.2% | -66.1% | -3.8% |
| YTD | +11.1% | +16.2% | -5.2% | +11.6% |
| 1Y | +4.9% | +21.8% | -16.9% | +4.3% |
| 3Y | +58.6% | -23.9% | +82.4% | +74.9% |
| All | +58.6% | -23.3% | +81.8% | +74.9% |
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