+93.9%
FN vs DTE
+57.1%
+36.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.3% |
| 7D | +0.3% | +3.4% | -3.2% | +0.5% |
| 30D | -16.5% | +8.9% | -25.4% | -15.9% |
| 3M | -42.1% | +1.1% | -43.2% | -42.1% |
| 6M | -52.9% | +0.1% | -53.0% | -53.2% |
| YTD | -28.0% | +11.1% | -39.0% | -27.5% |
| 1Y | -18.5% | +4.9% | -23.5% | -18.5% |
| 3Y | +93.9% | +58.6% | +35.3% | +78.8% |
| All | +93.9% | +57.1% | +36.7% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling