+2,625.3%
FN vs ACWI
+433.1%
+2,192.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.8% | -10.4% | -9.3% |
| 7D | -16.0% | -4.0% | -12.0% | -10.9% |
| 30D | -40.1% | -5.8% | -34.3% | -34.6% |
| 3M | -43.9% | -5.0% | -38.9% | -39.2% |
| 6M | -55.6% | +0.7% | -56.3% | -54.8% |
| YTD | -35.7% | +8.4% | -44.1% | -39.5% |
| 1Y | -39.8% | +10.1% | -49.9% | -44.0% |
| 3Y | +80.3% | +70.8% | +9.5% | +4.2% |
| 5Y | +143.3% | +55.4% | +87.9% | +58.0% |
| 10Y | +682.3% | +223.3% | +459.0% | +123.8% |
| All | +2,625.3% | +433.1% | +2,192.2% | +389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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