+135.2%
B vs FN
+148.3%
-13.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.8% | +2.2% |
| 7D | +4.3% | -16.0% | +20.3% | +6.0% |
| 30D | -0.9% | -40.1% | +39.2% | +4.6% |
| 3M | -1.4% | -43.9% | +42.5% | +4.5% |
| 6M | +5.0% | -55.6% | +60.7% | +13.4% |
| YTD | -5.8% | -35.7% | +29.8% | -3.2% |
| 1Y | +25.6% | -39.8% | +65.4% | +29.5% |
| 3Y | +161.6% | +80.3% | +81.3% | +138.1% |
| 5Y | +135.2% | +143.3% | -8.1% | +97.2% |
| All | +135.2% | +148.3% | -13.1% | +97.2% |
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