+852.9%
DE vs FN
+882.3%
-29.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.2% |
| 7D | +0.7% | +3.5% | -2.9% | +0.1% |
| 30D | +9.6% | -26.0% | +35.6% | +14.7% |
| 3M | +19.0% | -33.3% | +52.2% | +25.6% |
| 6M | +16.1% | -14.9% | +31.0% | +15.5% |
| YTD | +47.0% | -8.6% | +55.6% | +42.6% |
| 1Y | +43.1% | +12.3% | +30.8% | +31.8% |
| 3Y | +77.5% | +174.4% | -96.9% | +24.8% |
| 5Y | +96.4% | +296.4% | -200.1% | +19.6% |
| 10Y | +852.9% | +890.0% | -37.2% | +339.7% |
| All | +852.9% | +882.3% | -29.4% | +339.7% |
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