+2,363.1%
FN vs AR
-27.2%
+2,390.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | -22.0% | +14.8% | -36.8% | -23.7% |
| 3M | -43.0% | +6.2% | -49.2% | -43.7% |
| 6M | -27.7% | +4.3% | -32.0% | -28.7% |
| YTD | -10.5% | +14.4% | -24.9% | -13.1% |
| 1Y | +12.5% | +21.3% | -8.8% | +8.1% |
| 3Y | +153.8% | +39.8% | +114.0% | +138.8% |
| 5Y | +288.0% | +142.1% | +145.9% | +231.5% |
| 10Y | +906.4% | +52.0% | +854.4% | +780.7% |
| All | +2,363.1% | -27.2% | +2,390.3% | +2,248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling