+173.5%
FN vs DD
+58.5%
+115.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.6% | +11.0% |
| 7D | 0.0% | +4.6% | -4.7% | -1.9% |
| 30D | -34.3% | +11.8% | -46.1% | -38.0% |
| 3M | -39.9% | +2.2% | -42.0% | -40.1% |
| 6M | -51.8% | -1.6% | -50.2% | -50.9% |
| YTD | -28.1% | +23.0% | -51.2% | -35.9% |
| 1Y | -29.1% | +26.9% | -56.0% | -37.8% |
| 3Y | +102.4% | +77.9% | +24.6% | +45.2% |
| All | +173.5% | +58.5% | +115.0% | +96.1% |
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