-18.5%
FN vs COO
-12.3%
-6.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -16.5% | +14.2% | -30.7% | -15.6% |
| 3M | -42.1% | -18.2% | -23.9% | -42.6% |
| 6M | -52.9% | +5.3% | -58.2% | -55.9% |
| YTD | -28.0% | -23.6% | -4.4% | -17.3% |
| 1Y | -18.5% | -12.7% | -5.8% | -10.9% |
| All | -18.5% | -12.3% | -6.2% | -10.9% |
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