+278.3%
FN vs FGI
-70.4%
+348.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.5% | -4.4% | +3.0% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | -22.0% | +65.4% | -87.4% | -24.0% |
| 3M | -43.0% | +23.5% | -66.5% | -44.1% |
| 6M | -27.7% | +60.5% | -88.3% | -30.7% |
| YTD | -10.5% | +30.0% | -40.5% | -13.7% |
| 1Y | +12.5% | +82.1% | -69.6% | +6.5% |
| 3Y | +153.8% | -4.4% | +158.2% | +144.8% |
| All | +278.3% | -70.4% | +348.7% | +277.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling