+3,689.8%
FN vs A
+672.3%
+3,017.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +2.8% |
| 7D | -1.7% | -1.9% | +0.3% | -0.7% |
| 30D | -22.0% | +6.9% | -28.9% | -25.0% |
| 3M | -43.0% | +9.2% | -52.2% | -46.1% |
| 6M | -27.7% | +25.7% | -53.4% | -37.8% |
| YTD | -10.5% | +11.5% | -22.1% | -18.0% |
| 1Y | +12.5% | +18.4% | -5.9% | -0.4% |
| 3Y | +153.8% | +26.6% | +127.2% | +111.7% |
| 5Y | +288.0% | -12.8% | +300.8% | +287.3% |
| 10Y | +906.4% | +247.2% | +659.2% | +343.3% |
| All | +3,689.8% | +672.3% | +3,017.4% | +910.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling