+175.6%
FN vs BG
+21.9%
+153.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.1% |
| 30D | -16.5% | -6.7% | -9.9% | -15.6% |
| 3M | -42.1% | -9.3% | -32.8% | -41.4% |
| 6M | -52.9% | -18.3% | -34.5% | -51.4% |
| YTD | -28.0% | +16.2% | -44.1% | -30.7% |
| 1Y | -18.5% | +7.6% | -26.1% | -20.5% |
| 3Y | +93.9% | +6.6% | +87.3% | +86.6% |
| All | +175.6% | +21.9% | +153.7% | +149.0% |
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