+173.5%
FN vs M
-11.5%
+185.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.6% | +16.2% | +12.7% |
| 7D | 0.0% | -4.3% | +4.2% | +0.7% |
| 30D | -34.3% | +1.3% | -35.6% | -34.8% |
| 3M | -39.9% | -7.4% | -32.5% | -39.2% |
| 6M | -51.8% | +18.3% | -70.2% | -54.4% |
| YTD | -28.1% | +7.6% | -35.7% | -30.6% |
| 1Y | -29.1% | +17.4% | -46.5% | -33.0% |
| 3Y | +102.4% | +108.4% | -5.9% | +63.2% |
| All | +173.5% | -11.5% | +185.0% | +141.7% |
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