+345.9%
FN vs COMP
-47.7%
+393.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.1% |
| 7D | -1.7% | +1.4% | -3.0% | -1.9% |
| 30D | -22.0% | -13.3% | -8.7% | -20.6% |
| 3M | -43.0% | +41.1% | -84.1% | -46.1% |
| 6M | -27.7% | +17.2% | -44.9% | -30.5% |
| YTD | -10.5% | +5.2% | -15.7% | -13.2% |
| 1Y | +12.5% | +18.9% | -6.4% | +6.6% |
| 3Y | +153.8% | +215.9% | -62.1% | +102.4% |
| 5Y | +288.0% | -31.2% | +319.2% | +232.6% |
| All | +345.9% | -47.7% | +393.6% | +278.1% |
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