+3,078.0%
FN vs ACWI
+454.3%
+2,623.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.6% | -8.1% |
| 7D | -7.0% | -0.5% | -6.5% | -6.5% |
| 30D | -24.7% | -1.6% | -23.1% | -22.8% |
| 3M | -35.7% | -1.3% | -34.3% | -34.0% |
| 6M | -52.4% | +5.8% | -58.3% | -54.9% |
| YTD | -25.0% | +12.7% | -37.7% | -33.3% |
| 1Y | -25.7% | +15.0% | -40.7% | -35.0% |
| 3Y | +110.2% | +77.5% | +32.7% | +14.8% |
| 5Y | +192.3% | +61.9% | +130.5% | +79.0% |
| 10Y | +812.3% | +236.1% | +576.1% | +146.6% |
| All | +3,078.0% | +454.3% | +2,623.8% | +439.6% |
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