+273.9%
FN vs COMP
-52.8%
+326.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.7% | -13.7% | -7.0% |
| 7D | -7.0% | +9.5% | -16.5% | -8.3% |
| 30D | -24.7% | +8.1% | -32.8% | -25.8% |
| 3M | -35.7% | -16.3% | -19.3% | -34.5% |
| 6M | -52.4% | +42.2% | -94.6% | -55.6% |
| YTD | -25.0% | -5.0% | -19.9% | -26.6% |
| 1Y | -25.7% | +20.1% | -45.8% | -29.7% |
| 3Y | +110.2% | +358.4% | -248.2% | +60.4% |
| 5Y | +192.3% | -21.9% | +214.3% | +147.0% |
| All | +273.9% | -52.8% | +326.7% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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