+558.9%
FITB vs FN
+2,575.5%
-2,016.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +11.9% | +0.3% |
| 7D | -1.8% | -16.0% | +14.2% | +0.8% |
| 30D | +4.8% | -40.1% | +44.9% | +13.9% |
| 3M | -6.4% | -43.9% | +37.5% | +1.9% |
| 6M | +7.9% | -55.6% | +63.5% | +20.6% |
| YTD | +17.0% | -35.7% | +52.6% | +18.6% |
| 1Y | +29.9% | -39.8% | +69.8% | +32.7% |
| 3Y | +124.8% | +80.3% | +44.6% | +70.6% |
| 5Y | +46.4% | +143.3% | -96.9% | +0.5% |
| 10Y | +258.1% | +682.3% | -424.2% | +89.2% |
| All | +558.9% | +2,575.5% | -2,016.6% | +179.7% |
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