+83.2%
DT vs FN
+443.1%
-359.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -14.2% | +7.7% | -4.2% |
| 7D | -28.3% | -16.0% | -12.4% | -26.6% |
| 30D | -28.4% | -40.1% | +11.7% | -22.4% |
| 3M | -14.1% | -43.9% | +29.8% | -7.0% |
| 6M | +13.2% | -55.6% | +68.8% | +25.3% |
| YTD | +0.8% | -35.7% | +36.5% | -1.9% |
| 1Y | -7.8% | -39.8% | +32.0% | -9.6% |
| 3Y | -8.3% | +80.3% | -88.6% | -44.8% |
| 5Y | -42.7% | +143.3% | -186.0% | -71.7% |
| All | +83.2% | +443.1% | -359.9% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling