+34.5%
D vs FN
+900.0%
-865.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.5% |
| 7D | +1.5% | -1.7% | +3.1% | +1.5% |
| 30D | -2.6% | -22.0% | +19.4% | -2.1% |
| 3M | 0.0% | -43.0% | +43.0% | +1.3% |
| 6M | +7.4% | -27.7% | +35.1% | +7.7% |
| YTD | +15.9% | -10.5% | +26.4% | +15.2% |
| 1Y | +18.1% | +12.5% | +5.6% | +16.1% |
| 3Y | +58.4% | +153.8% | -95.4% | +46.4% |
| 5Y | +5.2% | +288.0% | -282.8% | -6.7% |
| All | +34.5% | +900.0% | -865.5% | +10.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling