+313.5%
C vs FN
+2,575.5%
-2,262.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -14.2% | +9.2% | -2.0% |
| 7D | -5.3% | -16.0% | +10.7% | -2.2% |
| 30D | -7.3% | -40.1% | +32.8% | +2.5% |
| 3M | -13.5% | -43.9% | +30.4% | -4.1% |
| 6M | -6.5% | -55.6% | +49.1% | +6.9% |
| YTD | +3.6% | -35.7% | +39.3% | +6.3% |
| 1Y | +18.9% | -39.8% | +58.7% | +23.1% |
| 3Y | +205.0% | +80.3% | +124.7% | +128.9% |
| 5Y | +109.4% | +143.3% | -33.9% | +40.4% |
| 10Y | +232.9% | +682.3% | -449.4% | +63.9% |
| All | +313.5% | +2,575.5% | -2,262.0% | +59.2% |
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 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