-4.6%
DOW vs FN
+553.0%
-557.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.4% | +2.5% |
| 7D | -6.8% | -4.1% | -2.8% | -6.6% |
| 30D | +10.8% | -28.3% | +39.1% | +16.0% |
| 3M | +4.1% | -33.9% | +38.0% | +9.5% |
| 6M | -12.7% | -43.9% | +31.2% | -7.0% |
| YTD | +39.2% | -23.4% | +62.7% | +33.6% |
| 1Y | +49.5% | -25.4% | +74.9% | +43.2% |
| 3Y | -24.4% | +107.9% | -132.3% | -51.3% |
| 5Y | -29.6% | +195.1% | -224.7% | -63.2% |
| All | -4.6% | +553.0% | -557.7% | -70.4% |
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