-26.7%
DT vs FN
+289.0%
-315.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -2.0% |
| 7D | -3.3% | -1.7% | -1.6% | -3.1% |
| 30D | +2.0% | -22.0% | +24.0% | +4.3% |
| 3M | +20.0% | -43.0% | +63.0% | +26.9% |
| 6M | +39.3% | -27.7% | +67.0% | +39.0% |
| YTD | +19.8% | -10.5% | +30.3% | +13.5% |
| 1Y | +4.3% | +12.5% | -8.2% | -7.2% |
| 3Y | +7.7% | +153.8% | -146.1% | -29.7% |
| All | -26.7% | +289.0% | -315.7% | -61.7% |
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