+83.7%
FN vs AS
+120.4%
-36.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.4% | +1.7% |
| 7D | -1.7% | -4.9% | +3.2% | +0.3% |
| 30D | -22.0% | -19.6% | -2.4% | -15.4% |
| 3M | -43.0% | -14.4% | -28.6% | -40.3% |
| 6M | -27.7% | -20.1% | -7.6% | -22.4% |
| YTD | -10.5% | -20.9% | +10.4% | -3.8% |
| 1Y | +12.5% | -21.9% | +34.3% | +21.1% |
| All | +83.7% | +120.4% | -36.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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