+12,127.2%
FIX vs FN
+3,020.0%
+9,107.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.0% | -9.1% | -13.1% |
| 7D | -18.9% | -7.0% | -11.9% | -16.9% |
| 30D | -36.3% | -24.7% | -11.6% | -30.1% |
| 3M | -38.5% | -35.7% | -2.9% | -29.6% |
| 6M | -42.3% | -52.4% | +10.1% | -28.5% |
| YTD | +17.1% | -25.0% | +42.1% | +24.8% |
| 1Y | +14.4% | -25.7% | +40.1% | +22.2% |
| 3Y | +486.7% | +110.2% | +376.5% | +359.3% |
| 5Y | +1,083.7% | +192.3% | +891.4% | +724.9% |
| 10Y | +3,932.4% | +812.3% | +3,120.2% | +1,972.8% |
| All | +12,127.2% | +3,020.0% | +9,107.2% | +5,087.6% |
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 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