+40.5%
ALL vs FN
-25.7%
+66.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +2.2% |
| 7D | +7.5% | -7.0% | +14.5% | +6.9% |
| 30D | +19.7% | -24.7% | +44.5% | +17.0% |
| 3M | +2.9% | -35.7% | +38.6% | -0.4% |
| 6M | +23.5% | -52.4% | +75.9% | +17.6% |
| YTD | +31.1% | -25.0% | +56.1% | +31.8% |
| 1Y | +40.5% | -25.7% | +66.1% | +42.5% |
| All | +40.5% | -25.7% | +66.2% | +42.5% |
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