+49.5%
FND vs DTE
+109.1%
-59.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.1% |
| 7D | +0.4% | +0.9% | -0.5% | -0.2% |
| 30D | -23.6% | -1.9% | -21.7% | -22.6% |
| 3M | +4.3% | -3.3% | +7.7% | +6.7% |
| 6M | -20.3% | -7.1% | -13.2% | -16.6% |
| YTD | -21.3% | +8.1% | -29.4% | -25.4% |
| 1Y | -45.4% | +5.3% | -50.6% | -47.4% |
| 3Y | -48.9% | +48.2% | -97.0% | -61.3% |
| 5Y | -61.0% | +33.2% | -94.3% | -68.8% |
| All | +49.5% | +109.1% | -59.6% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling