+826.4%
FN vs DTE
+138.9%
+687.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.4% | +11.3% |
| 7D | +16.3% | +1.8% | +14.4% | +15.9% |
| 30D | -24.7% | +9.0% | -33.8% | -26.3% |
| 3M | -34.9% | -0.2% | -34.7% | -34.9% |
| 6M | -41.1% | +0.1% | -41.2% | -41.4% |
| YTD | -19.6% | +10.0% | -29.6% | -21.9% |
| 1Y | -18.5% | +4.7% | -23.2% | -19.8% |
| 3Y | +119.1% | +55.7% | +63.5% | +89.6% |
| 5Y | +206.9% | +45.1% | +161.8% | +169.4% |
| 10Y | +826.4% | +145.1% | +681.3% | +726.4% |
| All | +826.4% | +138.9% | +687.5% | +726.4% |
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