+890.0%
FN vs DTE
+138.6%
+751.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +3.5% | +0.9% | +2.7% | +3.3% |
| 30D | -26.0% | -1.9% | -24.1% | -25.6% |
| 3M | -33.3% | -3.3% | -29.9% | -32.9% |
| 6M | -14.9% | -7.1% | -7.8% | -13.7% |
| YTD | -8.6% | +8.1% | -16.7% | -10.8% |
| 1Y | +12.3% | +5.3% | +7.1% | +10.2% |
| 3Y | +174.4% | +48.2% | +126.2% | +139.2% |
| 5Y | +296.4% | +33.2% | +263.2% | +255.0% |
| 10Y | +890.0% | +137.5% | +752.5% | +648.1% |
| All | +890.0% | +138.6% | +751.4% | +648.1% |
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