+47.7%
FND vs DTE
+102.0%
-54.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.8% |
| 7D | -5.8% | -2.6% | -3.2% | -4.2% |
| 30D | -20.2% | -4.4% | -15.8% | -18.0% |
| 3M | -12.0% | -8.3% | -3.6% | -7.0% |
| 6M | -18.5% | -8.1% | -10.4% | -14.2% |
| YTD | -22.3% | +4.4% | -26.7% | -24.7% |
| 1Y | -47.6% | +0.2% | -47.8% | -48.0% |
| 3Y | -49.8% | +42.6% | -92.4% | -61.0% |
| 5Y | -63.0% | +31.5% | -94.4% | -70.1% |
| All | +47.7% | +102.0% | -54.3% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling