+191.8%
FN vs DD
+67.6%
+124.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +20.8% | +6.7% | +14.0% | +16.3% |
| 30D | -17.3% | +19.4% | -36.7% | -24.8% |
| 3M | -38.1% | +7.6% | -45.8% | -40.2% |
| 6M | -44.2% | +2.9% | -47.1% | -44.7% |
| YTD | -22.3% | +29.9% | -52.2% | -32.8% |
| 1Y | -20.9% | +28.6% | -49.6% | -31.2% |
| 3Y | +111.1% | +90.0% | +21.1% | +45.8% |
| 5Y | +191.8% | +68.1% | +123.7% | +103.4% |
| All | +191.8% | +67.6% | +124.3% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling