-2.3%
F vs FN
-24.2%
+22.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.5% |
| 7D | +1.0% | -4.1% | +5.0% | +1.1% |
| 30D | +2.1% | -28.3% | +30.5% | +4.4% |
| 3M | -10.3% | -33.9% | +23.6% | -8.1% |
| 6M | +3.3% | -43.9% | +47.2% | +8.1% |
| YTD | -2.0% | -23.4% | +21.5% | -1.5% |
| 1Y | -2.3% | -25.4% | +23.1% | -2.5% |
| All | -2.3% | -24.2% | +22.0% | -2.5% |
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