+1,083.7%
FIX vs FN
+197.1%
+886.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.0% | -9.1% | -12.4% |
| 7D | -18.9% | -7.0% | -11.9% | -16.2% |
| 30D | -36.3% | -24.7% | -11.6% | -27.8% |
| 3M | -38.5% | -35.7% | -2.9% | -26.4% |
| 6M | -42.3% | -52.4% | +10.1% | -23.2% |
| YTD | +17.1% | -25.0% | +42.1% | +25.1% |
| 1Y | +14.4% | -25.7% | +40.1% | +22.4% |
| 3Y | +486.7% | +110.2% | +376.5% | +311.9% |
| 5Y | +1,083.7% | +192.3% | +891.4% | +606.8% |
| All | +1,083.7% | +197.1% | +886.7% | +606.8% |
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