-25.7%
FN vs DTE
+5.6%
-31.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -5.8% |
| 7D | -7.0% | +4.2% | -11.2% | -7.0% |
| 30D | -24.7% | +10.0% | -34.7% | -25.4% |
| 3M | -35.7% | -2.1% | -33.6% | -35.7% |
| 6M | -52.4% | -4.7% | -47.7% | -53.2% |
| YTD | -25.0% | +9.3% | -34.3% | -31.1% |
| 1Y | -25.7% | +6.6% | -32.3% | -30.3% |
| All | -25.7% | +5.6% | -31.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling