+4,681.2%
DELL vs FN
+918.5%
+3,762.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.5% |
| 7D | +14.9% | -1.7% | +16.6% | +15.5% |
| 30D | +13.3% | -22.0% | +35.3% | +21.6% |
| 3M | +24.4% | -43.0% | +67.4% | +46.4% |
| 6M | +258.0% | -27.7% | +285.8% | +278.8% |
| YTD | +320.2% | -10.5% | +330.7% | +306.9% |
| 1Y | +319.1% | +12.5% | +306.6% | +271.6% |
| 3Y | +706.5% | +153.8% | +552.7% | +431.6% |
| 5Y | +1,071.9% | +288.0% | +783.9% | +554.4% |
| 10Y | +4,683.5% | +906.4% | +3,777.0% | +1,958.7% |
| All | +4,681.2% | +918.5% | +3,762.7% | +1,949.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling