+0.1%
DOW vs FN
+514.5%
-514.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +0.9% |
| 7D | +5.2% | +0.3% | +5.0% | +4.9% |
| 30D | +13.2% | -16.5% | +29.7% | +15.4% |
| 3M | +10.1% | -42.1% | +52.2% | +18.6% |
| 6M | -13.1% | -52.9% | +39.8% | -4.1% |
| YTD | +46.1% | -28.0% | +74.1% | +41.5% |
| 1Y | +50.0% | -18.5% | +68.5% | +40.0% |
| 3Y | -20.2% | +93.9% | -114.1% | -48.0% |
| 5Y | -27.7% | +170.5% | -198.2% | -61.3% |
| All | +0.1% | +514.5% | -514.5% | -68.6% |
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