+6.5%
FIX vs FN
-33.3%
+39.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.7% | -6.2% | -0.5% |
| 7D | -17.5% | 0.0% | -17.4% | -17.3% |
| 30D | -41.6% | -34.3% | -7.3% | -28.7% |
| 3M | -40.6% | -39.9% | -0.7% | -25.5% |
| 6M | -49.4% | -51.8% | +2.5% | -31.4% |
| YTD | +9.2% | -28.1% | +37.3% | +13.3% |
| 1Y | +6.5% | -29.1% | +35.5% | +9.7% |
| All | +6.5% | -33.3% | +39.8% | +9.7% |
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 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