-23.0%
DOW vs FN
+80.0%
-103.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.2% | +12.0% | -1.4% |
| 7D | -4.9% | -16.0% | +11.1% | -4.1% |
| 30D | +13.6% | -40.1% | +53.7% | +16.7% |
| 3M | +9.0% | -43.9% | +52.9% | +12.2% |
| 6M | -19.9% | -55.6% | +35.7% | -16.4% |
| YTD | +41.4% | -35.7% | +77.1% | +40.0% |
| 1Y | +47.4% | -39.8% | +87.2% | +46.7% |
| All | -23.0% | +80.0% | -103.0% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling