+2,625.3%
FN vs A
+780.8%
+1,844.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.0% | -11.2% | -12.6% |
| 7D | -16.0% | -5.2% | -10.8% | -13.2% |
| 30D | -40.1% | +1.4% | -41.6% | -40.3% |
| 3M | -43.9% | +21.9% | -65.8% | -49.7% |
| 6M | -55.6% | +46.7% | -102.3% | -64.7% |
| YTD | -35.7% | +27.2% | -62.8% | -44.9% |
| 1Y | -39.8% | +17.9% | -57.7% | -46.3% |
| 3Y | +80.3% | +61.1% | +19.1% | +32.2% |
| 5Y | +143.3% | +13.8% | +129.5% | +110.3% |
| 10Y | +682.3% | +318.8% | +363.5% | +211.1% |
| All | +2,625.3% | +780.8% | +1,844.6% | +577.9% |
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