+160.3%
FN vs A
+26.9%
+133.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +2.9% |
| 7D | -1.7% | -1.9% | +0.3% | -0.9% |
| 30D | -22.0% | +6.9% | -28.9% | -24.4% |
| 3M | -43.0% | +9.2% | -52.2% | -45.4% |
| 6M | -27.7% | +25.7% | -53.4% | -36.0% |
| YTD | -10.5% | +11.5% | -22.1% | -15.5% |
| 1Y | +12.5% | +18.4% | -5.9% | +2.8% |
| All | +160.3% | +26.9% | +133.4% | +134.8% |
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