+377.0%
DELL vs FN
+101.0%
+275.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.7% | -8.0% | -1.1% |
| 7D | -22.6% | 0.0% | -22.5% | -22.5% |
| 30D | -43.2% | -34.3% | -8.9% | -33.1% |
| 3M | -24.8% | -39.9% | +15.0% | -9.7% |
| 6M | +38.0% | -51.8% | +89.8% | +74.5% |
| YTD | +163.7% | -28.1% | +191.9% | +170.2% |
| 1Y | +122.5% | -29.1% | +151.6% | +126.9% |
| 3Y | +377.0% | +102.4% | +274.5% | +199.0% |
| All | +377.0% | +101.0% | +275.9% | +199.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling