+206.9%
FN vs DD
+71.8%
+135.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.9% | +6.0% | +8.3% |
| 7D | +16.3% | +9.8% | +6.5% | +11.1% |
| 30D | -24.7% | +19.3% | -44.1% | -31.5% |
| 3M | -34.9% | +9.4% | -44.3% | -37.6% |
| 6M | -41.1% | +4.8% | -45.9% | -42.2% |
| YTD | -19.6% | +30.2% | -49.9% | -30.6% |
| 1Y | -18.5% | +32.2% | -50.7% | -30.2% |
| 3Y | +119.1% | +93.1% | +26.0% | +49.9% |
| 5Y | +206.9% | +68.0% | +138.9% | +114.8% |
| All | +206.9% | +71.8% | +135.2% | +114.8% |
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