+804.7%
FN vs DD
+99.0%
+705.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.3% |
| 7D | +8.0% | +3.2% | +4.8% | +6.7% |
| 30D | -19.1% | +20.3% | -39.4% | -25.9% |
| 3M | -29.8% | +8.2% | -38.0% | -32.0% |
| 6M | -43.2% | +3.4% | -46.6% | -43.7% |
| YTD | -18.9% | +30.6% | -49.6% | -28.9% |
| 1Y | -17.9% | +30.6% | -48.5% | -27.9% |
| 3Y | +120.1% | +91.1% | +29.0% | +57.2% |
| 5Y | +206.7% | +68.6% | +138.1% | +127.8% |
| 10Y | +804.7% | +99.9% | +704.8% | +547.2% |
| All | +804.7% | +99.0% | +705.7% | +547.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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