-21.7%
FN vs IT
-17.3%
-4.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +12.0% |
| 7D | +16.3% | -18.8% | +35.1% | +10.2% |
| 30D | -24.7% | -0.1% | -24.7% | -24.9% |
| 3M | -34.9% | +2.9% | -37.9% | -34.1% |
| 6M | -41.1% | +20.4% | -61.5% | -37.0% |
| YTD | -19.6% | -24.3% | +4.7% | -18.2% |
| All | -21.7% | -17.3% | -4.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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