+85.5%
DT vs FN
+584.1%
-498.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +0.7% |
| 7D | -5.4% | +8.0% | -13.4% | -6.9% |
| 30D | -32.2% | -19.1% | -13.1% | -30.3% |
| 3M | -10.9% | -29.8% | +18.9% | -7.3% |
| 6M | +10.0% | -43.2% | +53.2% | +16.6% |
| YTD | +2.1% | -18.9% | +21.0% | -4.8% |
| 1Y | -5.5% | -17.9% | +12.4% | -13.1% |
| 3Y | -12.4% | +120.1% | -132.5% | -48.7% |
| 5Y | -39.7% | +206.7% | -246.4% | -71.4% |
| All | +85.5% | +584.1% | -498.6% | -44.0% |
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 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