+81.3%
FN vs M
+110.5%
-29.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.9% | -8.4% | -12.6% |
| 7D | -16.0% | -2.1% | -13.8% | -15.5% |
| 30D | -40.1% | +7.7% | -47.8% | -41.5% |
| 3M | -43.9% | -4.4% | -39.5% | -43.5% |
| 6M | -55.6% | +27.5% | -83.1% | -59.4% |
| YTD | -35.7% | +12.8% | -48.4% | -39.2% |
| 1Y | -39.8% | +20.7% | -60.6% | -44.4% |
| All | +81.3% | +110.5% | -29.2% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling