-21.7%
FN vs DD
+31.6%
-53.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.9% | +6.0% | +6.8% |
| 7D | +16.3% | +9.8% | +6.5% | +9.3% |
| 30D | -24.7% | +19.3% | -44.1% | -33.1% |
| 3M | -34.9% | +9.4% | -44.3% | -38.5% |
| 6M | -41.1% | +4.8% | -45.9% | -43.0% |
| YTD | -19.6% | +30.2% | -49.9% | -34.0% |
| All | -21.7% | +31.6% | -53.2% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling