+137.1%
F vs FN
+3,020.0%
-2,882.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +4.0% |
| 7D | +6.0% | -7.0% | +13.0% | +6.9% |
| 30D | +4.3% | -24.7% | +29.0% | +8.9% |
| 3M | -10.1% | -35.7% | +25.6% | -4.3% |
| 6M | +12.8% | -52.4% | +65.2% | +25.3% |
| YTD | -0.1% | -25.0% | +24.9% | -0.8% |
| 1Y | +3.7% | -25.7% | +29.3% | +2.4% |
| 3Y | +42.7% | +110.2% | -67.5% | +5.6% |
| 5Y | -11.0% | +192.3% | -203.4% | -40.3% |
| 10Y | +87.0% | +812.3% | -725.2% | -2.0% |
| All | +137.1% | +3,020.0% | -2,882.9% | +0.3% |
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