+107.5%
ALL vs FN
+101.0%
+6.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.7% | -16.1% | -3.8% |
| 7D | -1.9% | 0.0% | -1.9% | -1.7% |
| 30D | +13.8% | -34.3% | +48.1% | +11.9% |
| 3M | -7.0% | -39.9% | +32.9% | -8.6% |
| 6M | +18.0% | -51.8% | +69.9% | +15.6% |
| YTD | +24.2% | -28.1% | +52.3% | +23.2% |
| 1Y | +31.2% | -29.1% | +60.3% | +30.2% |
| 3Y | +107.5% | +102.4% | +5.1% | +111.8% |
| All | +107.5% | +101.0% | +6.5% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling