+43.9%
EXC vs FN
+148.3%
-104.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.2% | +14.9% | +0.5% |
| 7D | +1.4% | -16.0% | +17.3% | +1.3% |
| 30D | +11.6% | -40.1% | +51.7% | +11.6% |
| 3M | +2.7% | -43.9% | +46.6% | +2.6% |
| 6M | +2.7% | -55.6% | +58.3% | +2.7% |
| YTD | +9.7% | -35.7% | +45.4% | +9.2% |
| 1Y | +4.5% | -39.8% | +44.4% | +4.0% |
| 3Y | +28.5% | +80.3% | -51.8% | +20.9% |
| 5Y | +43.9% | +143.3% | -99.3% | +25.7% |
| All | +43.9% | +148.3% | -104.3% | +25.7% |
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