+148.5%
DUK vs FN
+837.6%
-689.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.6% | +0.2% |
| 7D | -0.2% | +16.3% | -16.5% | -0.4% |
| 30D | +9.8% | -24.7% | +34.6% | +10.2% |
| 3M | +3.5% | -34.9% | +38.4% | +4.0% |
| 6M | +5.0% | -41.1% | +46.1% | +5.6% |
| YTD | +12.2% | -19.6% | +31.8% | +11.7% |
| 1Y | +7.2% | -18.5% | +25.7% | +6.6% |
| 3Y | +63.0% | +119.1% | -56.1% | +52.5% |
| 5Y | +52.3% | +206.9% | -154.6% | +37.2% |
| 10Y | +148.5% | +826.4% | -677.9% | +112.7% |
| All | +148.5% | +837.6% | -689.0% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling