-11.4%
F vs FN
+148.3%
-159.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | +1.2% |
| 7D | +1.4% | -16.0% | +17.4% | +3.7% |
| 30D | +2.0% | -40.1% | +42.1% | +10.1% |
| 3M | -10.4% | -43.9% | +33.5% | -3.1% |
| 6M | +9.7% | -55.6% | +65.3% | +22.4% |
| YTD | -1.2% | -35.7% | +34.5% | -0.2% |
| 1Y | 0.0% | -39.8% | +39.9% | +1.8% |
| 3Y | +41.1% | +80.3% | -39.2% | -3.4% |
| 5Y | -11.4% | +143.3% | -154.7% | -51.4% |
| All | -11.4% | +148.3% | -159.7% | -51.4% |
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 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