+2,655.3%
DELL vs FN
+837.6%
+1,817.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.5% | +1.3% |
| 7D | -11.8% | +16.3% | -28.1% | -16.4% |
| 30D | -40.8% | -24.7% | -16.1% | -34.9% |
| 3M | -23.6% | -34.9% | +11.4% | -12.8% |
| 6M | +33.4% | -41.1% | +74.5% | +53.4% |
| YTD | +178.0% | -19.6% | +197.6% | +178.8% |
| 1Y | +138.6% | -18.5% | +157.1% | +136.4% |
| 3Y | +400.9% | +119.1% | +281.8% | +244.3% |
| 5Y | +580.7% | +206.9% | +373.8% | +305.4% |
| 10Y | +2,655.3% | +826.4% | +1,828.8% | +1,125.2% |
| All | +2,655.3% | +837.6% | +1,817.7% | +1,125.2% |
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