+74.9%
COST vs FN
+158.4%
-83.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -1.1% |
| 7D | -3.1% | -1.7% | -1.5% | -3.1% |
| 30D | -2.8% | -22.0% | +19.2% | -2.4% |
| 3M | -5.7% | -43.0% | +37.3% | -4.3% |
| 6M | -8.8% | -27.7% | +19.0% | -8.7% |
| YTD | +6.7% | -10.5% | +17.2% | +5.3% |
| 1Y | -3.6% | +12.5% | -16.1% | -6.6% |
| All | +74.9% | +158.4% | -83.4% | +46.1% |
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