-7.3%
COST vs FN
+12.8%
-20.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -2.8% | +5.8% | -8.6% | -2.6% |
| 30D | -5.3% | -20.6% | +15.4% | -5.9% |
| 3M | -6.7% | -28.6% | +22.0% | -7.2% |
| 6M | -9.9% | -20.7% | +10.8% | -10.1% |
| YTD | +5.1% | -8.1% | +13.3% | +5.5% |
| 1Y | -7.3% | +13.3% | -20.6% | -5.6% |
| All | -7.3% | +12.8% | -20.1% | -5.6% |
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