+2,625.3%
FN vs CAPR
-94.6%
+2,719.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.6% | -10.7% | -14.2% |
| 7D | -16.0% | +29.7% | -45.7% | -16.2% |
| 30D | -40.1% | +11.0% | -51.1% | -40.2% |
| 3M | -43.9% | +118.8% | -162.7% | -44.5% |
| 6M | -55.6% | -73.9% | +18.3% | -55.4% |
| YTD | -35.7% | -70.2% | +34.6% | -35.4% |
| 1Y | -39.8% | +38.3% | -78.1% | -41.6% |
| 3Y | +80.3% | +199.7% | -119.4% | +71.7% |
| 5Y | +143.3% | +130.6% | +12.7% | +131.0% |
| 10Y | +682.3% | -68.5% | +750.8% | +633.3% |
| All | +2,625.3% | -94.6% | +2,719.9% | +3,113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling