+15.9%
B vs FN
+3,020.0%
-3,004.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.0% | +14.3% | +8.8% |
| 7D | +1.1% | -7.0% | +8.1% | +1.5% |
| 30D | +0.3% | -24.7% | +25.0% | +2.2% |
| 3M | +5.4% | -35.7% | +41.1% | +8.3% |
| 6M | +5.5% | -52.4% | +57.9% | +10.2% |
| YTD | -6.3% | -25.0% | +18.6% | -5.6% |
| 1Y | +29.4% | -25.7% | +55.0% | +30.3% |
| 3Y | +160.3% | +110.2% | +50.0% | +143.3% |
| 5Y | +144.6% | +192.3% | -47.8% | +123.0% |
| 10Y | +169.3% | +812.3% | -642.9% | +129.7% |
| All | +15.9% | +3,020.0% | -3,004.1% | -14.7% |
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 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