+118.1%
DAL vs FN
+663.9%
-545.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -14.2% | +9.9% | -1.0% |
| 7D | +4.6% | -16.0% | +20.5% | +8.2% |
| 30D | +2.3% | -40.1% | +42.4% | +14.4% |
| 3M | -8.1% | -43.9% | +35.8% | +3.1% |
| 6M | +21.4% | -55.6% | +77.1% | +40.8% |
| YTD | +24.3% | -35.7% | +60.0% | +26.5% |
| 1Y | +47.4% | -39.8% | +87.2% | +51.6% |
| 3Y | +164.6% | +80.3% | +84.3% | +82.5% |
| 5Y | +100.2% | +143.3% | -43.1% | +20.0% |
| All | +118.1% | +663.9% | -545.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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