+173.5%
FN vs BG
+21.4%
+152.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.1% | +11.6% |
| 7D | 0.0% | +2.5% | -2.6% | -0.5% |
| 30D | -34.3% | -6.1% | -28.2% | -33.8% |
| 3M | -39.9% | -8.5% | -31.4% | -39.4% |
| 6M | -51.8% | -20.4% | -31.4% | -50.1% |
| YTD | -28.1% | +13.3% | -41.4% | -30.6% |
| 1Y | -29.1% | +7.3% | -36.3% | -30.9% |
| 3Y | +102.4% | +2.6% | +99.9% | +96.2% |
| All | +173.5% | +21.4% | +152.1% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling