+160.3%
FN vs CAPR
+40.5%
+119.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.1% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | -22.0% | +139.2% | -161.2% | -23.0% |
| 3M | -43.0% | -66.4% | +23.4% | -42.7% |
| 6M | -27.7% | -63.1% | +35.4% | -27.5% |
| YTD | -10.5% | -67.4% | +56.9% | -10.1% |
| 1Y | +12.5% | +58.2% | -45.8% | +8.9% |
| All | +160.3% | +40.5% | +119.8% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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