-18.5%
FN vs A
+17.3%
-35.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.9% | -7.5% |
| 7D | +0.3% | -0.5% | +0.7% | +0.5% |
| 30D | -16.5% | 0.0% | -16.5% | -16.1% |
| 3M | -42.1% | +16.7% | -58.8% | -42.9% |
| 6M | -52.9% | +54.8% | -107.7% | -56.0% |
| YTD | -28.0% | +28.8% | -56.8% | -26.1% |
| 1Y | -18.5% | +19.3% | -37.8% | -11.7% |
| All | -18.5% | +17.3% | -35.8% | -11.7% |
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