+2,662.4%
DELL vs FN
+700.1%
+1,962.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.3% | +0.1% | -4.6% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -32.1% | -16.5% | -15.5% | -27.6% |
| 3M | -30.2% | -42.1% | +11.9% | -16.9% |
| 6M | +41.7% | -52.9% | +94.6% | +76.6% |
| YTD | +176.6% | -28.0% | +204.5% | +188.6% |
| 1Y | +159.9% | -18.5% | +178.4% | +158.5% |
| 3Y | +388.0% | +93.9% | +294.1% | +250.1% |
| 5Y | +578.2% | +170.5% | +407.7% | +321.9% |
| All | +2,662.4% | +700.1% | +1,962.2% | +1,193.7% |
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