+4,062.5%
DELL vs FN
+882.3%
+3,180.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.1% |
| 7D | +25.6% | +3.5% | +22.1% | +24.1% |
| 30D | +17.7% | -26.0% | +43.6% | +28.6% |
| 3M | +33.4% | -33.3% | +66.7% | +49.5% |
| 6M | +266.2% | -14.9% | +281.1% | +268.1% |
| YTD | +328.0% | -8.6% | +336.6% | +311.6% |
| 1Y | +339.6% | +12.3% | +327.3% | +290.2% |
| 3Y | +694.6% | +174.4% | +520.2% | +412.0% |
| 5Y | +1,122.0% | +296.4% | +825.6% | +577.5% |
| 10Y | +4,062.5% | +890.0% | +3,172.4% | +1,684.3% |
| All | +4,062.5% | +882.3% | +3,180.1% | +1,684.3% |
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 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