+166.6%
DELL vs FN
-21.9%
+188.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.8% |
| 7D | +17.1% | +20.8% | -3.7% | +9.5% |
| 30D | -35.1% | -17.3% | -17.8% | -31.2% |
| 3M | -23.3% | -38.1% | +14.8% | -13.2% |
| 6M | +55.8% | -44.2% | +100.0% | +75.2% |
| YTD | +198.0% | -22.3% | +220.3% | +201.3% |
| 1Y | +166.6% | -20.9% | +187.5% | +167.7% |
| All | +166.6% | -21.9% | +188.5% | +167.7% |
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 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