-29.1%
FN vs FGI
+46.9%
-76.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +11.7% |
| 7D | 0.0% | -7.0% | +6.9% | +0.2% |
| 30D | -34.3% | -4.2% | -30.1% | -34.2% |
| 3M | -39.9% | +55.6% | -95.5% | -42.2% |
| 6M | -51.8% | -3.2% | -48.7% | -52.3% |
| YTD | -28.1% | +29.1% | -57.3% | -33.4% |
| 1Y | -29.1% | +51.0% | -80.1% | -38.5% |
| All | -29.1% | +46.9% | -76.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling