+101.9%
DE vs FN
+194.5%
-92.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.5% |
| 7D | +2.3% | +20.8% | -18.4% | +0.4% |
| 30D | +4.4% | -17.3% | +21.7% | +5.8% |
| 3M | +9.8% | -38.1% | +47.9% | +14.2% |
| 6M | +15.8% | -44.2% | +60.0% | +20.7% |
| YTD | +47.0% | -22.3% | +69.2% | +45.5% |
| 1Y | +42.8% | -20.9% | +63.7% | +40.4% |
| 3Y | +88.9% | +111.1% | -22.1% | +52.7% |
| 5Y | +101.9% | +191.8% | -89.9% | +39.1% |
| All | +101.9% | +194.5% | -92.6% | +39.1% |
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