-21.7%
FN vs DTE
+4.3%
-26.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.4% | +11.6% |
| 7D | +16.3% | +1.8% | +14.4% | +16.3% |
| 30D | -24.7% | +9.0% | -33.8% | -25.3% |
| 3M | -34.9% | -0.2% | -34.7% | -35.0% |
| 6M | -41.1% | +0.1% | -41.2% | -43.0% |
| YTD | -19.6% | +10.0% | -29.6% | -26.5% |
| All | -21.7% | +4.3% | -26.0% | -23.1% |
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 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