-17.9%
FN vs A
+21.4%
-39.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.0% |
| 7D | +8.0% | -0.1% | +8.1% | +8.2% |
| 30D | -19.1% | +3.3% | -22.4% | -19.2% |
| 3M | -29.8% | +18.5% | -48.4% | -31.4% |
| 6M | -43.2% | +59.3% | -102.5% | -48.5% |
| YTD | -18.9% | +31.0% | -50.0% | -17.7% |
| 1Y | -17.9% | +19.3% | -37.2% | -9.4% |
| All | -17.9% | +21.4% | -39.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling