-1.1%
AGG vs FN
+170.4%
-171.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | -0.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +2.4% | -34.3% | +36.7% | +2.7% |
| 3M | -0.2% | -39.9% | +39.7% | +0.2% |
| 6M | -1.0% | -51.8% | +50.9% | -0.5% |
| YTD | -0.4% | -28.1% | +27.8% | -0.4% |
| 1Y | -0.1% | -29.1% | +29.0% | -0.1% |
| 3Y | +15.3% | +102.4% | -87.2% | +12.8% |
| All | -1.1% | +170.4% | -171.5% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling