+109.1%
FN vs BG
+4.7%
+104.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | +20.8% | +1.5% | +19.3% | +20.7% |
| 30D | -17.3% | -7.0% | -10.2% | -16.7% |
| 3M | -38.1% | -10.0% | -28.2% | -37.7% |
| 6M | -44.2% | -19.8% | -24.4% | -42.9% |
| YTD | -22.3% | +14.3% | -36.6% | -24.0% |
| 1Y | -20.9% | +6.5% | -27.4% | -22.1% |
| All | +109.1% | +4.7% | +104.4% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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