+157.6%
B vs FN
+289.0%
-131.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | +9.4% | -22.0% | +31.4% | +12.3% |
| 3M | +5.0% | -43.0% | +48.0% | +11.1% |
| 6M | -3.5% | -27.7% | +24.2% | -1.3% |
| YTD | +4.5% | -10.5% | +15.0% | +4.0% |
| 1Y | +67.8% | +12.5% | +55.3% | +62.9% |
| 3Y | +196.7% | +153.8% | +42.9% | +161.7% |
| All | +157.6% | +289.0% | -131.4% | +115.7% |
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