+23.5%
ALL vs FN
-52.5%
+76.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +2.1% |
| 7D | +7.5% | -7.0% | +14.5% | +6.8% |
| 30D | +19.7% | -24.7% | +44.5% | +16.4% |
| 3M | +2.9% | -35.7% | +38.6% | -0.9% |
| 6M | +23.5% | -52.4% | +75.9% | +16.9% |
| All | +23.5% | -52.5% | +76.0% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling