+3,689.8%
FN vs M
+114.1%
+3,575.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.6% | +2.6% |
| 7D | -1.7% | +4.7% | -6.4% | -2.6% |
| 30D | -22.0% | -9.6% | -12.3% | -20.4% |
| 3M | -43.0% | +0.9% | -43.9% | -43.3% |
| 6M | -27.7% | +22.3% | -50.0% | -31.1% |
| YTD | -10.5% | +6.5% | -17.0% | -12.5% |
| 1Y | +12.5% | +38.8% | -26.3% | +3.9% |
| 3Y | +153.8% | +115.9% | +37.9% | +107.7% |
| 5Y | +288.0% | +28.6% | +259.4% | +231.9% |
| 10Y | +906.4% | -2.5% | +909.0% | +710.9% |
| All | +3,689.8% | +114.1% | +3,575.7% | +2,161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling