-25.4%
FN vs IT
-18.2%
-7.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -5.1% |
| 7D | -4.1% | -7.5% | +3.4% | -6.2% |
| 30D | -28.3% | -1.2% | -27.2% | -28.7% |
| 3M | -33.9% | -2.2% | -31.7% | -33.7% |
| 6M | -43.9% | +19.1% | -63.0% | -40.2% |
| YTD | -23.4% | -25.1% | +1.7% | -22.3% |
| 1Y | -25.4% | -17.4% | -8.0% | -23.4% |
| All | -25.4% | -18.2% | -7.2% | -23.4% |
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