+2,625.3%
FN vs EXEL
+1,717.7%
+907.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.6% | -8.7% | -13.4% |
| 7D | -16.0% | +3.8% | -19.8% | -16.4% |
| 30D | -40.1% | +17.8% | -57.9% | -41.6% |
| 3M | -43.9% | +21.2% | -65.1% | -45.7% |
| 6M | -55.6% | +54.7% | -110.3% | -58.8% |
| YTD | -35.7% | +56.8% | -92.4% | -40.4% |
| 1Y | -39.8% | +70.2% | -110.0% | -45.0% |
| 3Y | +80.3% | +227.2% | -146.9% | +45.4% |
| 5Y | +143.3% | +254.9% | -111.6% | +91.5% |
| 10Y | +682.3% | +476.9% | +205.4% | +440.9% |
| All | +2,625.3% | +1,717.7% | +907.6% | +1,190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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