+173.5%
FN vs IT
-43.2%
+216.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.0% | +15.7% | +12.2% |
| 7D | 0.0% | -16.9% | +16.9% | +2.0% |
| 30D | -34.3% | +2.3% | -36.6% | -35.8% |
| 3M | -39.9% | +2.9% | -42.7% | -41.9% |
| 6M | -51.8% | +25.9% | -77.7% | -56.9% |
| YTD | -28.1% | -24.6% | -3.5% | -22.8% |
| 1Y | -29.1% | -16.0% | -13.0% | -27.8% |
| 3Y | +102.4% | -51.6% | +154.0% | +167.5% |
| All | +173.5% | -43.2% | +216.6% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling