+173.5%
FN vs DTE
+39.5%
+134.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.6% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -34.3% | +6.2% | -40.5% | -34.8% |
| 3M | -39.9% | -2.6% | -37.2% | -39.7% |
| 6M | -51.8% | -3.5% | -48.3% | -51.9% |
| YTD | -28.1% | +7.4% | -35.5% | -29.2% |
| 1Y | -29.1% | +4.2% | -33.3% | -29.8% |
| 3Y | +102.4% | +51.7% | +50.7% | +80.2% |
| All | +173.5% | +39.5% | +134.0% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling