+87.8%
DT vs FN
+508.0%
-420.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +1.0% |
| 7D | +3.1% | +0.3% | +2.9% | +2.9% |
| 30D | -29.5% | -16.5% | -13.0% | -28.1% |
| 3M | -11.7% | -42.1% | +30.4% | -4.9% |
| 6M | +29.0% | -52.9% | +81.9% | +42.1% |
| YTD | +3.4% | -28.0% | +31.3% | -1.7% |
| 1Y | -4.2% | -18.5% | +14.3% | -12.8% |
| 3Y | -12.8% | +93.9% | -106.7% | -47.8% |
| 5Y | -39.6% | +170.5% | -210.1% | -70.7% |
| All | +87.8% | +508.0% | -420.2% | -42.2% |
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 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