-30.7%
DOW vs FN
+209.5%
-240.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.9% | -13.3% | -2.3% |
| 7D | -9.4% | +16.3% | -25.7% | -10.7% |
| 30D | +8.9% | -24.7% | +33.7% | +11.1% |
| 3M | +6.7% | -34.9% | +41.7% | +9.8% |
| 6M | -14.2% | -41.1% | +26.9% | -11.5% |
| YTD | +36.9% | -19.6% | +56.5% | +33.6% |
| 1Y | +45.8% | -18.5% | +64.3% | +41.3% |
| 3Y | -23.9% | +119.1% | -143.0% | -40.0% |
| All | -30.7% | +209.5% | -240.2% | -53.0% |
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