-50.3%
FND vs DTE
+45.3%
-95.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -0.8% |
| 7D | -5.1% | -2.0% | -3.1% | -4.1% |
| 30D | -22.5% | -2.4% | -20.1% | -21.6% |
| 3M | -5.0% | -7.3% | +2.3% | -1.1% |
| 6M | -21.5% | -7.6% | -13.9% | -18.2% |
| YTD | -23.0% | +5.8% | -28.8% | -25.2% |
| 1Y | -44.9% | +2.3% | -47.2% | -45.6% |
| All | -50.3% | +45.3% | -95.6% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling