+102.4%
FN vs A
+64.2%
+38.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +9.9% | +10.9% |
| 7D | 0.0% | -0.1% | 0.0% | +0.3% |
| 30D | -34.3% | +3.4% | -37.7% | -34.8% |
| 3M | -39.9% | +23.8% | -63.7% | -45.0% |
| 6M | -51.8% | +49.0% | -100.8% | -60.1% |
| YTD | -28.1% | +29.4% | -57.5% | -35.9% |
| 1Y | -29.1% | +19.4% | -48.5% | -33.7% |
| 3Y | +102.4% | +66.2% | +36.3% | +73.3% |
| All | +102.4% | +64.2% | +38.2% | +73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling