-43.0%
DT vs FN
+170.4%
-213.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -1.8% |
| 7D | -24.7% | 0.0% | -24.7% | -25.0% |
| 30D | -27.4% | -34.3% | +6.9% | -24.4% |
| 3M | -11.1% | -39.9% | +28.7% | -7.3% |
| 6M | +13.7% | -51.8% | +65.5% | +20.4% |
| YTD | +0.2% | -28.1% | +28.4% | -3.6% |
| 1Y | -5.7% | -29.1% | +23.4% | -9.8% |
| 3Y | -8.1% | +102.4% | -110.6% | -39.3% |
| All | -43.0% | +170.4% | -213.3% | -69.9% |
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