+0.4%
AGG vs FN
+11.2%
-10.8%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | +0.1% | +3.5% | -3.4% | +0.1% |
| 30D | -0.4% | -26.0% | +25.6% | -0.2% |
| 3M | -0.3% | -33.3% | +33.0% | -0.1% |
| 6M | -1.2% | -14.9% | +13.7% | -1.2% |
| YTD | -0.4% | -8.6% | +8.2% | -0.4% |
| 1Y | +0.4% | +12.3% | -11.9% | +0.5% |
| All | +0.4% | +11.2% | -10.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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