+143.3%
FN vs M
-6.1%
+149.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.9% | -8.4% | -12.9% |
| 7D | -16.0% | -2.1% | -13.8% | -15.6% |
| 30D | -40.1% | +7.7% | -47.8% | -41.3% |
| 3M | -43.9% | -4.4% | -39.5% | -43.6% |
| 6M | -55.6% | +27.5% | -83.1% | -58.6% |
| YTD | -35.7% | +12.8% | -48.4% | -38.4% |
| 1Y | -39.8% | +20.7% | -60.6% | -43.4% |
| 3Y | +80.3% | +111.3% | -31.0% | +44.9% |
| 5Y | +143.3% | -6.3% | +149.6% | +112.8% |
| All | +143.3% | -6.1% | +149.4% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling