+89.6%
DE vs FN
+96.4%
-6.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.3% | +6.5% | -0.2% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +3.6% | -16.5% | +20.1% | +4.5% |
| 3M | +10.2% | -42.1% | +52.4% | +14.2% |
| 6M | +16.6% | -52.9% | +69.5% | +22.1% |
| YTD | +45.8% | -28.0% | +73.8% | +45.8% |
| 1Y | +43.9% | -18.5% | +62.4% | +41.6% |
| 3Y | +89.6% | +93.9% | -4.3% | +55.5% |
| All | +89.6% | +96.4% | -6.8% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling