+160.3%
FN vs FE
+49.5%
+110.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.1% |
| 7D | -1.7% | +1.9% | -3.6% | -1.5% |
| 30D | -22.0% | -1.2% | -20.8% | -22.1% |
| 3M | -43.0% | +3.5% | -46.5% | -42.8% |
| 6M | -27.7% | -6.1% | -21.7% | -27.8% |
| YTD | -10.5% | +7.6% | -18.1% | -10.0% |
| 1Y | +12.5% | +11.9% | +0.6% | +13.7% |
| All | +160.3% | +49.5% | +110.9% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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