+868.8%
FN vs DLTR
+59.2%
+809.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.1% |
| 7D | -1.7% | +2.5% | -4.1% | -2.2% |
| 30D | -22.0% | +2.1% | -24.1% | -22.4% |
| 3M | -43.0% | +20.3% | -63.3% | -45.5% |
| 6M | -27.7% | +11.5% | -39.3% | -30.2% |
| YTD | -10.5% | +6.8% | -17.4% | -13.0% |
| 1Y | +12.5% | +31.1% | -18.6% | +4.5% |
| 3Y | +153.8% | +10.7% | +143.1% | +137.1% |
| 5Y | +288.0% | +41.6% | +246.4% | +229.3% |
| All | +868.8% | +59.2% | +809.6% | +606.9% |
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