-29.5%
DOW vs FN
+170.4%
-199.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.7% |
| 7D | -9.5% | 0.0% | -9.5% | -9.7% |
| 30D | +13.1% | -34.3% | +47.4% | +16.6% |
| 3M | +4.8% | -39.9% | +44.7% | +8.5% |
| 6M | -16.7% | -51.8% | +35.2% | -12.4% |
| YTD | +38.9% | -28.1% | +67.0% | +36.7% |
| 1Y | +48.3% | -29.1% | +77.4% | +45.7% |
| 3Y | -24.4% | +102.4% | -126.8% | -40.2% |
| All | -29.5% | +170.4% | -199.9% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling