+175.6%
FN vs AU
+381.3%
-205.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -7.0% |
| 7D | +0.3% | -7.2% | +7.5% | +1.7% |
| 30D | -16.5% | -2.9% | -13.7% | -15.9% |
| 3M | -42.1% | -8.7% | -33.4% | -41.3% |
| 6M | -52.9% | -14.1% | -38.7% | -52.0% |
| YTD | -28.0% | +4.8% | -32.8% | -29.0% |
| 1Y | -18.5% | +11.9% | -30.4% | -20.4% |
| 3Y | +93.9% | +513.8% | -419.9% | +53.2% |
| All | +175.6% | +381.3% | -205.7% | +107.7% |
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