-1.4%
DOW vs FN
+591.4%
-592.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +2.4% |
| 7D | -0.5% | +8.0% | -8.5% | -2.2% |
| 30D | +15.7% | -19.1% | +34.9% | +18.7% |
| 3M | +5.3% | -29.8% | +35.1% | +9.6% |
| 6M | -14.2% | -43.2% | +29.0% | -8.6% |
| YTD | +43.9% | -18.9% | +62.9% | +36.7% |
| 1Y | +53.1% | -17.9% | +70.9% | +43.8% |
| 3Y | -21.8% | +120.1% | -141.9% | -50.2% |
| 5Y | -28.3% | +206.7% | -235.0% | -62.5% |
| All | -1.4% | +591.4% | -592.8% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling