+2,943.1%
FN vs DTE
+509.2%
+2,433.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.8% |
| 3M | -39.9% | -2.6% | -37.2% | -39.4% |
| 6M | -51.8% | -3.5% | -48.3% | -51.5% |
| YTD | -28.1% | +7.4% | -35.5% | -30.6% |
| 1Y | -29.1% | +4.2% | -33.3% | -30.7% |
| 3Y | +102.4% | +51.7% | +50.7% | +66.8% |
| 5Y | +171.7% | +39.7% | +132.0% | +128.4% |
| 10Y | +773.5% | +137.5% | +636.1% | +427.0% |
| All | +2,943.1% | +509.2% | +2,433.8% | +607.7% |
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