-39.3%
FND vs DTE
+3.0%
-42.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -19.9% | -2.6% | -17.3% | -18.7% |
| 3M | +2.7% | -3.9% | +6.6% | +5.6% |
| 6M | -21.7% | -7.9% | -13.8% | -17.8% |
| YTD | -17.5% | +7.2% | -24.7% | -21.0% |
| 1Y | -39.3% | +3.1% | -42.4% | -40.3% |
| All | -39.3% | +3.0% | -42.3% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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