-18.5%
FN vs M
+24.3%
-42.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -7.6% |
| 7D | +0.3% | +7.0% | -6.8% | -1.0% |
| 30D | -16.5% | +8.9% | -25.4% | -18.0% |
| 3M | -42.1% | +4.5% | -46.6% | -42.8% |
| 6M | -52.9% | +36.2% | -89.1% | -57.5% |
| YTD | -28.0% | +15.1% | -43.1% | -33.4% |
| 1Y | -18.5% | +27.4% | -46.0% | -25.6% |
| All | -18.5% | +24.3% | -42.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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