+173.5%
FN vs AU
+465.1%
-291.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.0% | +6.7% | +10.8% |
| 7D | 0.0% | +16.5% | -16.6% | -2.8% |
| 30D | -34.3% | +3.3% | -37.6% | -34.6% |
| 3M | -39.9% | +6.8% | -46.7% | -40.7% |
| 6M | -51.8% | -3.9% | -47.9% | -52.0% |
| YTD | -28.1% | +12.9% | -41.1% | -30.2% |
| 1Y | -29.1% | +43.5% | -72.5% | -33.2% |
| 3Y | +102.4% | +445.5% | -343.1% | +60.5% |
| All | +173.5% | +465.1% | -291.6% | +106.9% |
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