+2,886.3%
DELL vs FN
+850.1%
+2,036.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +5.9% | +5.9% | +9.7% |
| 7D | +0.4% | +8.0% | -7.7% | -2.1% |
| 30D | -35.1% | -19.1% | -16.0% | -30.2% |
| 3M | -15.1% | -29.8% | +14.7% | -5.3% |
| 6M | +51.7% | -43.2% | +94.9% | +77.1% |
| YTD | +200.0% | -18.9% | +218.9% | +200.3% |
| 1Y | +172.1% | -17.9% | +190.0% | +169.5% |
| 3Y | +431.2% | +120.1% | +311.1% | +264.7% |
| 5Y | +633.1% | +206.7% | +426.4% | +336.6% |
| 10Y | +2,886.3% | +804.7% | +2,081.7% | +1,235.5% |
| All | +2,886.3% | +850.1% | +2,036.3% | +1,235.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling