+172.0%
FN vs FGI
-70.3%
+242.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.2% | -14.2% |
| 7D | -16.0% | -11.6% | -4.4% | -15.8% |
| 30D | -40.1% | -3.3% | -36.8% | -40.1% |
| 3M | -43.9% | +65.6% | -109.5% | -45.4% |
| 6M | -55.6% | -2.8% | -52.9% | -56.3% |
| YTD | -35.7% | +30.1% | -65.8% | -38.0% |
| 1Y | -39.8% | +50.2% | -90.0% | -42.1% |
| 3Y | +80.3% | -0.4% | +80.7% | +73.3% |
| All | +172.0% | -70.3% | +242.4% | +170.8% |
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