+1,893.7%
DTE vs FDS
+10,480.1%
-8,586.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +3.4% | +1.5% | +2.0% | +3.2% |
| 30D | +8.9% | +14.8% | -5.9% | +6.4% |
| 3M | +1.1% | +16.3% | -15.2% | -1.8% |
| 6M | +0.1% | +66.2% | -66.1% | -9.1% |
| YTD | +11.1% | +16.2% | -5.2% | +6.3% |
| 1Y | +4.9% | +21.8% | -16.9% | -0.5% |
| 3Y | +58.6% | -23.9% | +82.4% | +62.0% |
| 5Y | +47.3% | -23.1% | +70.4% | +49.2% |
| 10Y | +151.3% | +128.7% | +22.6% | +113.6% |
| All | +1,893.7% | +10,480.1% | -8,586.3% | +1,095.3% |
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