+48.3%
DOW vs FN
-33.3%
+81.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -1.4% |
| 7D | -9.5% | 0.0% | -9.5% | -9.3% |
| 30D | +13.1% | -34.3% | +47.4% | +11.7% |
| 3M | +4.8% | -39.9% | +44.7% | +3.7% |
| 6M | -16.7% | -51.8% | +35.2% | -17.4% |
| YTD | +38.9% | -28.1% | +67.0% | +40.9% |
| 1Y | +48.3% | -29.1% | +77.4% | +53.2% |
| All | +48.3% | -33.3% | +81.6% | +53.2% |
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