+94.7%
DE vs FN
+121.0%
-26.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.2% |
| 7D | +2.3% | +8.0% | -5.8% | +1.5% |
| 30D | +9.3% | -19.1% | +28.5% | +10.6% |
| 3M | +12.2% | -29.8% | +42.0% | +14.5% |
| 6M | +18.1% | -43.2% | +61.3% | +21.9% |
| YTD | +49.8% | -18.9% | +68.7% | +48.5% |
| 1Y | +46.4% | -17.9% | +64.3% | +44.5% |
| All | +94.7% | +121.0% | -26.2% | +58.4% |
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