+102.4%
FN vs DLTR
+12.7%
+89.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.9% | +16.6% | +12.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | -34.3% | +12.8% | -47.1% | -35.3% |
| 3M | -39.9% | +1.1% | -41.0% | -40.1% |
| 6M | -51.8% | +35.9% | -87.7% | -54.5% |
| YTD | -28.1% | +6.6% | -34.8% | -29.3% |
| 1Y | -29.1% | +28.6% | -57.7% | -32.5% |
| 3Y | +102.4% | +14.0% | +88.4% | +79.3% |
| All | +102.4% | +12.7% | +89.7% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling