+812.3%
FN vs DECK
+937.4%
-125.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.0% | -11.9% | -7.8% |
| 7D | -7.0% | +10.4% | -17.4% | -10.0% |
| 30D | -24.7% | +11.1% | -35.8% | -27.4% |
| 3M | -35.7% | -10.8% | -24.9% | -33.9% |
| 6M | -52.4% | -8.7% | -43.7% | -52.2% |
| YTD | -25.0% | -14.0% | -10.9% | -23.7% |
| 1Y | -25.7% | +12.0% | -37.7% | -30.9% |
| 3Y | +110.2% | -10.5% | +120.7% | +102.8% |
| 5Y | +192.3% | +28.5% | +163.9% | +141.4% |
| 10Y | +812.3% | +923.3% | -111.0% | +393.8% |
| All | +812.3% | +937.4% | -125.1% | +393.8% |
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