+29.2%
B vs FN
+3,620.5%
-3,591.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.4% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +9.4% | -22.0% | +31.4% | +11.2% |
| 3M | +5.0% | -43.0% | +48.0% | +8.8% |
| 6M | -3.5% | -27.7% | +24.2% | -2.1% |
| YTD | +4.5% | -10.5% | +15.0% | +4.3% |
| 1Y | +67.8% | +12.5% | +55.3% | +64.9% |
| 3Y | +196.7% | +153.8% | +42.9% | +174.3% |
| 5Y | +151.9% | +288.0% | -136.1% | +126.2% |
| 10Y | +202.2% | +906.4% | -704.3% | +156.1% |
| All | +29.2% | +3,620.5% | -3,591.3% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling