+241.1%
D vs FN
+3,020.0%
-2,778.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.0% | +10.4% | +4.6% |
| 7D | +8.5% | -7.0% | +15.5% | +8.7% |
| 30D | +14.3% | -24.7% | +39.0% | +15.3% |
| 3M | +1.8% | -35.7% | +37.4% | +3.1% |
| 6M | +13.0% | -52.4% | +65.4% | +15.4% |
| YTD | +22.7% | -25.0% | +47.7% | +22.4% |
| 1Y | +22.6% | -25.7% | +48.3% | +22.1% |
| 3Y | +84.2% | +110.2% | -26.0% | +70.7% |
| 5Y | +15.8% | +192.3% | -176.6% | +4.1% |
| 10Y | +45.8% | +812.3% | -766.5% | +21.0% |
| All | +241.1% | +3,020.0% | -2,778.9% | +160.2% |
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