-39.5%
DT vs FN
+194.5%
-234.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.9% |
| 7D | +2.7% | +20.8% | -18.0% | +0.7% |
| 30D | -30.4% | -17.3% | -13.1% | -29.3% |
| 3M | -9.4% | -38.1% | +28.7% | -5.6% |
| 6M | +14.5% | -44.2% | +58.7% | +19.1% |
| YTD | +3.6% | -22.3% | +25.9% | -1.2% |
| 1Y | -3.4% | -20.9% | +17.5% | -8.9% |
| 3Y | -11.1% | +111.1% | -122.2% | -40.9% |
| 5Y | -39.5% | +191.8% | -231.3% | -68.4% |
| All | -39.5% | +194.5% | -234.0% | -68.4% |
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