+92.3%
COST vs FN
+101.0%
-8.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -1.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.0% |
| 30D | +12.0% | -34.3% | +46.3% | +12.7% |
| 3M | +11.2% | -39.9% | +51.0% | +12.0% |
| 6M | +6.1% | -51.8% | +58.0% | +7.5% |
| YTD | +22.9% | -28.1% | +51.0% | +21.7% |
| 1Y | +14.7% | -29.1% | +43.8% | +13.5% |
| 3Y | +92.3% | +102.4% | -10.1% | +66.1% |
| All | +92.3% | +101.0% | -8.7% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling