+156.2%
ALL vs FN
+148.3%
+8.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | -1.1% |
| 7D | +4.2% | -16.0% | +20.2% | +4.0% |
| 30D | +18.9% | -40.1% | +59.0% | +18.3% |
| 3M | +1.2% | -43.9% | +45.1% | +0.7% |
| 6M | +23.2% | -55.6% | +78.8% | +22.7% |
| YTD | +30.0% | -35.7% | +65.7% | +28.3% |
| 1Y | +39.6% | -39.8% | +79.4% | +38.0% |
| 3Y | +115.2% | +80.3% | +35.0% | +94.7% |
| 5Y | +156.2% | +143.3% | +13.0% | +116.3% |
| All | +156.2% | +148.3% | +8.0% | +116.3% |
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