+1,432.0%
DE vs FN
+2,887.5%
-1,455.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.7% | -10.4% | -0.4% |
| 7D | -0.6% | 0.0% | -0.5% | -1.0% |
| 30D | +2.3% | -34.3% | +36.6% | +7.8% |
| 3M | +9.5% | -39.9% | +49.4% | +16.0% |
| 6M | +14.1% | -51.8% | +65.9% | +23.5% |
| YTD | +45.4% | -28.1% | +73.6% | +45.3% |
| 1Y | +42.9% | -29.1% | +72.0% | +42.2% |
| 3Y | +84.8% | +102.4% | -17.6% | +46.0% |
| 5Y | +101.8% | +171.7% | -69.8% | +47.0% |
| 10Y | +788.0% | +773.5% | +14.5% | +420.2% |
| All | +1,432.0% | +2,887.5% | -1,455.5% | +675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling