+777.0%
FIX vs FN
+158.4%
+618.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.4% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | -7.2% | -22.0% | +14.7% | +3.2% |
| 3M | -15.9% | -43.0% | +27.2% | +7.3% |
| 6M | +12.7% | -27.7% | +40.5% | +24.6% |
| YTD | +72.8% | -10.5% | +83.3% | +68.4% |
| 1Y | +122.9% | +12.5% | +110.4% | +93.2% |
| All | +777.0% | +158.4% | +618.6% | +421.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling