+743.6%
FN vs DRI
+367.2%
+376.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.9% |
| 7D | 0.0% | +2.8% | -2.9% | -1.0% |
| 30D | -34.3% | +13.3% | -47.6% | -36.8% |
| 3M | -39.9% | +8.2% | -48.0% | -41.5% |
| 6M | -51.8% | +17.5% | -69.4% | -54.7% |
| YTD | -28.1% | +26.9% | -55.1% | -34.3% |
| 1Y | -29.1% | +31.6% | -60.6% | -35.9% |
| 3Y | +102.4% | +67.0% | +35.5% | +66.5% |
| 5Y | +171.7% | +72.9% | +98.8% | +119.3% |
| All | +743.6% | +367.2% | +376.4% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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