+173.5%
FN vs ACI
-43.3%
+216.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.4% | +15.1% | +11.4% |
| 7D | 0.0% | -2.2% | +2.2% | -0.1% |
| 30D | -34.3% | +10.3% | -44.6% | -34.2% |
| 3M | -39.9% | +7.2% | -47.1% | -39.8% |
| 6M | -51.8% | -18.0% | -33.8% | -51.7% |
| YTD | -28.1% | -22.0% | -6.2% | -28.1% |
| 1Y | -29.1% | -23.4% | -5.7% | -28.9% |
| 3Y | +102.4% | -35.8% | +138.3% | +104.8% |
| All | +173.5% | -43.3% | +216.8% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling