+3,078.0%
FN vs FE
+171.9%
+2,906.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -6.0% |
| 7D | -7.0% | +1.7% | -8.7% | -7.4% |
| 30D | -24.7% | +8.1% | -32.8% | -26.3% |
| 3M | -35.7% | -1.3% | -34.4% | -35.5% |
| 6M | -52.4% | +2.9% | -55.3% | -53.0% |
| YTD | -25.0% | +8.6% | -33.5% | -27.0% |
| 1Y | -25.7% | +6.3% | -32.0% | -27.4% |
| 3Y | +110.2% | +45.1% | +65.1% | +85.3% |
| 5Y | +192.3% | +47.1% | +145.2% | +154.7% |
| 10Y | +812.3% | +110.6% | +701.6% | +587.5% |
| All | +3,078.0% | +171.9% | +2,906.1% | +2,113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling