+792.2%
FN vs DRI
+332.1%
+460.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +8.0% | -0.7% | +8.7% | +8.3% |
| 30D | -19.1% | +14.7% | -33.8% | -22.5% |
| 3M | -29.8% | +5.4% | -35.3% | -31.2% |
| 6M | -43.2% | +18.8% | -62.0% | -46.7% |
| YTD | -18.9% | +28.4% | -47.3% | -26.1% |
| 1Y | -17.9% | +37.7% | -55.5% | -26.8% |
| 3Y | +120.1% | +68.0% | +52.2% | +80.8% |
| 5Y | +206.7% | +78.8% | +127.9% | +145.4% |
| All | +792.2% | +332.1% | +460.1% | +476.2% |
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