+43.1%
AGG vs FN
+2,887.5%
-2,844.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.7% | -0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +2.4% | -34.3% | +36.7% | +2.4% |
| 3M | -0.2% | -39.9% | +39.7% | -0.2% |
| 6M | -1.0% | -51.8% | +50.9% | -1.0% |
| YTD | -0.4% | -28.1% | +27.8% | -0.3% |
| 1Y | -0.1% | -29.1% | +29.0% | 0.0% |
| 3Y | +15.3% | +102.4% | -87.2% | +15.5% |
| 5Y | -1.3% | +171.7% | -173.0% | -1.0% |
| 10Y | +15.4% | +773.5% | -758.1% | +17.2% |
| All | +43.1% | +2,887.5% | -2,844.3% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling