+218.8%
EXC vs FN
+3,020.0%
-2,801.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +1.9% |
| 7D | +3.3% | -7.0% | +10.3% | +3.6% |
| 30D | +13.3% | -24.7% | +38.0% | +14.7% |
| 3M | +1.8% | -35.7% | +37.5% | +3.7% |
| 6M | +1.1% | -52.4% | +53.5% | +4.2% |
| YTD | +9.0% | -25.0% | +34.0% | +8.5% |
| 1Y | +3.4% | -25.7% | +29.0% | +2.7% |
| 3Y | +27.7% | +110.2% | -82.5% | +14.2% |
| 5Y | +43.1% | +192.3% | -149.2% | +22.3% |
| 10Y | +182.0% | +812.3% | -630.3% | +118.8% |
| All | +218.8% | +3,020.0% | -2,801.2% | +131.4% |
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