+2,566.3%
DELL vs FN
+772.0%
+1,794.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.3% | -1.8% |
| 7D | -18.1% | -4.1% | -14.0% | -16.8% |
| 30D | -42.9% | -28.3% | -14.5% | -36.1% |
| 3M | -26.9% | -33.9% | +7.0% | -16.8% |
| 6M | +28.8% | -43.9% | +72.7% | +50.6% |
| YTD | +168.4% | -23.4% | +191.9% | +173.8% |
| 1Y | +136.8% | -25.4% | +162.2% | +142.2% |
| 3Y | +375.3% | +107.9% | +267.4% | +232.7% |
| 5Y | +551.0% | +195.1% | +355.9% | +293.2% |
| 10Y | +2,566.3% | +794.1% | +1,772.2% | +1,103.1% |
| All | +2,566.3% | +772.0% | +1,794.3% | +1,103.1% |
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 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