+17,942.4%
FIX vs FN
+3,620.5%
+14,321.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.9% |
| 7D | +6.0% | -1.7% | +7.7% | +6.6% |
| 30D | -7.2% | -22.0% | +14.7% | -0.3% |
| 3M | -15.9% | -43.0% | +27.2% | -0.9% |
| 6M | +12.7% | -27.7% | +40.5% | +22.0% |
| YTD | +72.8% | -10.5% | +83.3% | +73.8% |
| 1Y | +122.9% | +12.5% | +110.4% | +109.6% |
| 3Y | +774.3% | +153.8% | +620.5% | +543.3% |
| 5Y | +2,049.5% | +288.0% | +1,761.5% | +1,274.4% |
| 10Y | +5,821.5% | +906.4% | +4,915.0% | +2,813.8% |
| All | +17,942.4% | +3,620.5% | +14,321.9% | +7,127.4% |
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