-29.1%
FN vs COO
-9.4%
-19.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +11.4% |
| 7D | 0.0% | +4.7% | -4.8% | +0.7% |
| 30D | -34.3% | +13.9% | -48.2% | -33.6% |
| 3M | -39.9% | -14.9% | -24.9% | -40.2% |
| 6M | -51.8% | +2.0% | -53.9% | -54.1% |
| YTD | -28.1% | -23.9% | -4.2% | -17.8% |
| 1Y | -29.1% | -9.6% | -19.5% | -26.4% |
| All | -29.1% | -9.4% | -19.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling