-36.6%
DT vs FN
+169.4%
-206.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.5% |
| 7D | +3.1% | +0.3% | +2.9% | +3.0% |
| 30D | -29.5% | -16.5% | -13.0% | -28.6% |
| 3M | -11.7% | -42.1% | +30.4% | -7.5% |
| 6M | +29.0% | -52.9% | +81.9% | +37.3% |
| YTD | +3.4% | -28.0% | +31.3% | -0.7% |
| 1Y | -4.2% | -18.5% | +14.3% | -10.8% |
| 3Y | -12.8% | +93.9% | -106.7% | -41.4% |
| All | -36.6% | +169.4% | -206.0% | -66.8% |
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