+116.2%
B vs FN
+212.0%
-95.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.9% | -7.5% | -2.3% |
| 7D | -2.7% | +8.0% | -10.7% | -3.8% |
| 30D | -4.3% | -19.1% | +14.8% | -2.5% |
| 3M | -2.3% | -29.8% | +27.5% | +0.7% |
| 6M | -16.2% | -43.2% | +27.0% | -12.1% |
| YTD | -8.8% | -18.9% | +10.1% | -8.9% |
| 1Y | +11.4% | -17.9% | +29.2% | +10.9% |
| 3Y | +174.3% | +120.1% | +54.2% | +143.3% |
| 5Y | +116.2% | +206.7% | -90.5% | +76.2% |
| All | +116.2% | +212.0% | -95.8% | +76.2% |
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