+4.5%
EXC vs FN
-36.4%
+41.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.9% | +0.2% |
| 7D | +1.4% | -16.0% | +17.3% | +0.9% |
| 30D | +11.6% | -40.1% | +51.7% | +10.6% |
| 3M | +2.7% | -43.9% | +46.6% | +1.6% |
| 6M | +2.7% | -55.6% | +58.3% | +1.5% |
| YTD | +9.7% | -35.7% | +45.4% | +7.6% |
| 1Y | +4.5% | -39.8% | +44.4% | +2.1% |
| All | +4.5% | -36.4% | +41.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling