+44.9%
C vs FN
+17.1%
+27.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +3.6% | -1.7% | +5.3% | +3.8% |
| 30D | +0.1% | -22.0% | +22.0% | +2.3% |
| 3M | +2.4% | -43.0% | +45.4% | +7.5% |
| 6M | +24.9% | -27.7% | +52.7% | +25.4% |
| YTD | +19.8% | -10.5% | +30.3% | +16.3% |
| 1Y | +44.9% | +12.5% | +32.4% | +39.8% |
| All | +44.9% | +17.1% | +27.8% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling