+3,078.0%
FN vs M
+140.7%
+2,937.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.6% | -13.6% | -7.5% |
| 7D | -7.0% | +8.3% | -15.2% | -8.7% |
| 30D | -24.7% | +14.2% | -38.9% | -27.1% |
| 3M | -35.7% | -1.1% | -34.6% | -35.9% |
| 6M | -52.4% | +36.6% | -89.0% | -56.0% |
| YTD | -25.0% | +19.8% | -44.7% | -28.8% |
| 1Y | -25.7% | +37.2% | -62.9% | -31.5% |
| 3Y | +110.2% | +124.5% | -14.3% | +69.6% |
| 5Y | +192.3% | +1.5% | +190.9% | +161.8% |
| 10Y | +812.3% | +7.8% | +804.4% | +617.3% |
| All | +3,078.0% | +140.7% | +2,937.3% | +1,740.3% |
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