+15.2%
D vs FN
+170.4%
-155.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.2% | -1.4% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +11.5% | -34.3% | +45.8% | +11.5% |
| 3M | +3.7% | -39.9% | +43.6% | +3.8% |
| 6M | +13.5% | -51.8% | +65.4% | +13.7% |
| YTD | +20.7% | -28.1% | +48.9% | +20.5% |
| 1Y | +18.2% | -29.1% | +47.3% | +18.0% |
| 3Y | +73.3% | +102.4% | -29.1% | +64.9% |
| All | +15.2% | +170.4% | -155.2% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling