+98.7%
DE vs FN
+170.4%
-71.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | +0.1% |
| 7D | -0.6% | 0.0% | -0.5% | -0.9% |
| 30D | +2.3% | -34.3% | +36.6% | +6.1% |
| 3M | +9.5% | -39.9% | +49.4% | +14.2% |
| 6M | +14.1% | -51.8% | +65.9% | +20.9% |
| YTD | +45.4% | -28.1% | +73.6% | +45.2% |
| 1Y | +42.9% | -29.1% | +72.0% | +42.2% |
| 3Y | +84.8% | +102.4% | -17.6% | +49.5% |
| All | +98.7% | +170.4% | -71.7% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling