+102.4%
FN vs BR
+13.3%
+89.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +11.3% |
| 7D | 0.0% | +6.5% | -6.5% | +1.2% |
| 30D | -34.3% | +18.9% | -53.2% | -32.5% |
| 3M | -39.9% | +16.3% | -56.1% | -38.5% |
| 6M | -51.8% | +26.2% | -78.0% | -50.3% |
| YTD | -28.1% | -13.1% | -15.0% | -18.6% |
| 1Y | -29.1% | -10.5% | -18.6% | -20.9% |
| 3Y | +102.4% | +13.3% | +89.1% | +89.7% |
| All | +102.4% | +13.3% | +89.2% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling