+201.3%
EXC vs FN
+3,719.8%
-3,518.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | +0.3% | +5.8% | -5.5% | 0.0% |
| 30D | -0.9% | -20.6% | +19.8% | +0.2% |
| 3M | -2.7% | -28.6% | +25.9% | -1.4% |
| 6M | -9.4% | -20.7% | +11.3% | -9.3% |
| YTD | +3.0% | -8.1% | +11.2% | +1.8% |
| 1Y | +5.1% | +13.3% | -8.2% | +2.1% |
| 3Y | +20.6% | +175.7% | -155.1% | +6.3% |
| 5Y | +45.7% | +297.4% | -251.7% | +22.3% |
| 10Y | +160.8% | +950.9% | -790.1% | +101.3% |
| All | +201.3% | +3,719.8% | -3,518.6% | +117.0% |
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