-27.7%
FN vs FE
-5.6%
-22.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +2.8% |
| 7D | -1.7% | +1.9% | -3.6% | -0.4% |
| 30D | -22.0% | -1.2% | -20.8% | -22.7% |
| 3M | -43.0% | +3.5% | -46.5% | -41.5% |
| 6M | -27.7% | -6.1% | -21.7% | -28.8% |
| All | -27.7% | -5.6% | -22.1% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling