+289.3%
FN vs AU
+668.7%
-379.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +3.5% |
| 7D | -1.7% | -3.6% | +2.0% | -1.1% |
| 30D | -22.0% | +23.9% | -45.9% | -24.9% |
| 3M | -43.0% | +19.1% | -62.1% | -44.9% |
| 6M | -27.7% | -0.2% | -27.6% | -28.7% |
| YTD | -10.5% | +32.5% | -43.0% | -15.3% |
| 1Y | +12.5% | +96.9% | -84.5% | +1.4% |
| 3Y | +153.8% | +614.7% | -460.9% | +95.2% |
| All | +289.3% | +668.7% | -379.4% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling