+3,689.8%
FN vs DTE
+508.2%
+3,181.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.4% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -22.0% | -2.6% | -19.4% | -21.2% |
| 3M | -43.0% | -3.9% | -39.1% | -42.5% |
| 6M | -27.7% | -7.9% | -19.8% | -26.1% |
| YTD | -10.5% | +7.2% | -17.7% | -13.3% |
| 1Y | +12.5% | +3.1% | +9.4% | +10.3% |
| 3Y | +153.8% | +47.6% | +106.2% | +111.3% |
| 5Y | +288.0% | +32.7% | +255.3% | +233.7% |
| 10Y | +906.4% | +138.8% | +767.7% | +506.2% |
| All | +3,689.8% | +508.2% | +3,181.6% | +783.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling