+693.0%
FN vs DLTR
+76.3%
+616.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -6.9% |
| 7D | +0.3% | +5.3% | -5.0% | -0.6% |
| 30D | -16.5% | +13.4% | -29.9% | -18.7% |
| 3M | -42.1% | +6.6% | -48.7% | -43.2% |
| 6M | -52.9% | +59.1% | -112.0% | -57.9% |
| YTD | -28.0% | +12.3% | -40.2% | -30.9% |
| 1Y | -18.5% | +33.9% | -52.4% | -24.8% |
| 3Y | +93.9% | +23.0% | +70.9% | +76.4% |
| 5Y | +170.5% | +22.1% | +148.4% | +139.3% |
| All | +693.0% | +76.3% | +616.7% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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