+81.3%
FN vs AR
+20.9%
+60.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.8% | -11.4% | -13.5% |
| 7D | -16.0% | -11.7% | -4.3% | -13.0% |
| 30D | -40.1% | +1.8% | -42.0% | -40.5% |
| 3M | -43.9% | +6.0% | -49.9% | -45.6% |
| 6M | -55.6% | -7.0% | -48.6% | -55.3% |
| YTD | -35.7% | +5.6% | -41.2% | -39.3% |
| 1Y | -39.8% | +10.8% | -50.6% | -44.5% |
| All | +81.3% | +20.9% | +60.4% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling