+51.9%
DOW vs FN
-25.7%
+77.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.7% | -3.5% |
| 7D | -4.2% | -7.0% | +2.8% | -4.4% |
| 30D | +14.7% | -24.7% | +39.4% | +13.8% |
| 3M | +9.1% | -35.7% | +44.7% | +8.2% |
| 6M | -17.7% | -52.4% | +34.8% | -18.3% |
| YTD | +44.6% | -25.0% | +69.6% | +46.2% |
| 1Y | +51.9% | -25.7% | +77.6% | +55.7% |
| All | +51.9% | -25.7% | +77.6% | +55.7% |
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