+82.3%
DT vs FN
+546.1%
-463.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.3% |
| 7D | -7.5% | -4.1% | -3.5% | -7.2% |
| 30D | -31.5% | -28.3% | -3.2% | -28.2% |
| 3M | -14.0% | -33.9% | +19.9% | -9.6% |
| 6M | +6.9% | -43.9% | +50.8% | +13.3% |
| YTD | +0.3% | -23.4% | +23.8% | -5.5% |
| 1Y | -6.9% | -25.4% | +18.5% | -12.6% |
| 3Y | -13.9% | +107.9% | -121.8% | -49.1% |
| 5Y | -39.9% | +195.1% | -235.0% | -71.5% |
| All | +82.3% | +546.1% | -463.8% | -44.5% |
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