+84.4%
DT vs FN
+578.4%
-494.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.9% | -10.6% | -0.8% |
| 7D | -20.2% | +16.3% | -36.5% | -23.0% |
| 30D | -30.8% | -24.7% | -6.0% | -27.9% |
| 3M | -10.2% | -34.9% | +24.7% | -5.2% |
| 6M | +8.0% | -41.1% | +49.1% | +13.6% |
| YTD | +1.5% | -19.6% | +21.1% | -5.2% |
| 1Y | -6.9% | -18.5% | +11.6% | -14.3% |
| 3Y | -10.9% | +119.1% | -130.0% | -47.8% |
| 5Y | -42.2% | +206.9% | -249.1% | -72.7% |
| All | +84.4% | +578.4% | -494.1% | -44.3% |
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