+106.0%
FN vs COO
-22.9%
+128.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.7% |
| 7D | -4.1% | +4.5% | -8.6% | -4.3% |
| 30D | -28.3% | +16.9% | -45.3% | -29.3% |
| 3M | -33.9% | -16.7% | -17.2% | -32.7% |
| 6M | -43.9% | +5.9% | -49.9% | -45.4% |
| YTD | -23.4% | -22.4% | -1.0% | -20.2% |
| 1Y | -25.4% | -10.1% | -15.3% | -24.2% |
| All | +106.0% | -22.9% | +128.9% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling