+569.8%
DELL vs FN
+169.4%
+400.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.3% | +0.1% | -4.4% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -32.1% | -16.5% | -15.5% | -27.3% |
| 3M | -30.2% | -42.1% | +11.9% | -15.8% |
| 6M | +41.7% | -52.9% | +94.6% | +79.3% |
| YTD | +176.6% | -28.0% | +204.5% | +186.6% |
| 1Y | +159.9% | -18.5% | +178.4% | +154.7% |
| 3Y | +388.0% | +93.9% | +294.1% | +229.7% |
| All | +569.8% | +169.4% | +400.4% | +256.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling