+206.9%
FN vs DRI
+76.5%
+130.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.4% |
| 7D | +16.3% | +3.1% | +13.2% | +15.1% |
| 30D | -24.7% | +16.2% | -41.0% | -28.4% |
| 3M | -34.9% | +8.4% | -43.3% | -36.8% |
| 6M | -41.1% | +19.0% | -60.1% | -45.3% |
| YTD | -19.6% | +28.8% | -48.5% | -28.3% |
| 1Y | -18.5% | +33.1% | -51.7% | -28.5% |
| 3Y | +119.1% | +70.8% | +48.4% | +61.8% |
| 5Y | +206.9% | +74.2% | +132.7% | +114.3% |
| All | +206.9% | +76.5% | +130.4% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling