+339.6%
DELL vs FN
+11.2%
+328.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | +25.6% | +3.5% | +22.1% | +24.4% |
| 30D | +17.7% | -26.0% | +43.6% | +26.3% |
| 3M | +33.4% | -33.3% | +66.7% | +44.2% |
| 6M | +266.2% | -14.9% | +281.1% | +265.1% |
| YTD | +328.0% | -8.6% | +336.6% | +308.6% |
| 1Y | +339.6% | +12.3% | +327.3% | +267.6% |
| All | +339.6% | +11.2% | +328.4% | +267.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling