+906.2%
FN vs DECK
+718.3%
+187.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.6% | +2.7% |
| 7D | -1.7% | -2.2% | +0.5% | -1.0% |
| 30D | -22.0% | -13.6% | -8.4% | -18.7% |
| 3M | -43.0% | -21.2% | -21.8% | -39.5% |
| 6M | -27.7% | -21.1% | -6.7% | -23.4% |
| YTD | -10.5% | -17.2% | +6.7% | -7.5% |
| 1Y | +12.5% | -30.7% | +43.2% | +21.9% |
| 3Y | +153.8% | -3.4% | +157.2% | +138.8% |
| 5Y | +288.0% | +25.5% | +262.5% | +222.8% |
| All | +906.2% | +718.3% | +187.9% | +499.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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