+2,528.7%
COST vs FN
+2,887.5%
-358.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -2.0% |
| 7D | +4.1% | 0.0% | +4.1% | +3.7% |
| 30D | +12.0% | -34.3% | +46.3% | +15.2% |
| 3M | +11.2% | -39.9% | +51.0% | +14.7% |
| 6M | +6.1% | -51.8% | +58.0% | +10.7% |
| YTD | +22.9% | -28.1% | +51.0% | +22.1% |
| 1Y | +14.7% | -29.1% | +43.8% | +13.7% |
| 3Y | +92.3% | +102.4% | -10.1% | +65.0% |
| 5Y | +116.6% | +171.7% | -55.0% | +77.0% |
| 10Y | +775.4% | +773.5% | +1.9% | +528.7% |
| All | +2,528.7% | +2,887.5% | -358.8% | +1,593.8% |
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 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