+755.5%
FN vs DTE
+151.2%
+604.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | +20.8% | +3.2% | +17.6% | +20.0% |
| 30D | -17.3% | +8.5% | -25.8% | -18.9% |
| 3M | -38.1% | +1.3% | -39.4% | -38.3% |
| 6M | -44.2% | -0.7% | -43.5% | -44.4% |
| YTD | -22.3% | +10.6% | -32.9% | -24.6% |
| 1Y | -20.9% | +2.6% | -23.6% | -21.9% |
| 3Y | +111.1% | +56.5% | +54.6% | +82.4% |
| 5Y | +191.8% | +46.7% | +145.1% | +155.4% |
| All | +755.5% | +151.2% | +604.3% | +667.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling