+29.2%
DOW vs FN
+17.1%
+12.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.2% | -3.0% |
| 7D | -2.4% | -1.7% | -0.7% | -2.4% |
| 30D | +0.4% | -22.0% | +22.4% | +0.2% |
| 3M | -14.4% | -43.0% | +28.6% | -14.1% |
| 6M | -7.0% | -27.7% | +20.8% | -6.2% |
| YTD | +30.2% | -10.5% | +40.7% | +30.1% |
| 1Y | +29.2% | +12.5% | +16.7% | +24.3% |
| All | +29.2% | +17.1% | +12.1% | +24.3% |
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