+1,824.2%
DTE vs FDS
+9,502.8%
-7,678.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.1% |
| 7D | +0.2% | -1.9% | +2.1% | +0.5% |
| 30D | -2.6% | +9.0% | -11.6% | -4.1% |
| 3M | -3.9% | +18.9% | -22.8% | -7.1% |
| 6M | -7.9% | +35.1% | -43.0% | -13.5% |
| YTD | +7.2% | +5.5% | +1.7% | +4.5% |
| 1Y | +3.1% | -16.8% | +19.9% | +4.3% |
| 3Y | +47.6% | -28.1% | +75.6% | +52.5% |
| 5Y | +32.7% | -17.4% | +50.1% | +33.1% |
| 10Y | +138.8% | +85.4% | +53.3% | +109.8% |
| All | +1,824.2% | +9,502.8% | -7,678.6% | +1,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling