-25.7%
FN vs BR
-14.2%
-11.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -3.7% |
| 7D | -7.0% | +7.0% | -13.9% | -2.0% |
| 30D | -24.7% | +19.0% | -43.7% | -14.4% |
| 3M | -35.7% | +13.1% | -48.8% | -28.5% |
| 6M | -52.4% | +24.6% | -77.0% | -42.5% |
| YTD | -25.0% | -13.6% | -11.4% | -24.6% |
| 1Y | -25.7% | -13.1% | -12.5% | -23.1% |
| All | -25.7% | -14.2% | -11.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling