+2,105.4%
FIX vs FN
+289.0%
+1,816.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.6% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | -7.2% | -22.0% | +14.7% | +2.1% |
| 3M | -15.9% | -43.0% | +27.2% | +4.6% |
| 6M | +12.7% | -27.7% | +40.5% | +24.0% |
| YTD | +72.8% | -10.5% | +83.3% | +71.2% |
| 1Y | +122.9% | +12.5% | +110.4% | +100.5% |
| 3Y | +774.3% | +153.8% | +620.5% | +469.0% |
| All | +2,105.4% | +289.0% | +1,816.4% | +1,088.2% |
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