+111.4%
FN vs P
+218.3%
-106.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.0% | -1.0% | -3.5% |
| 7D | -7.0% | -19.4% | +12.4% | +3.4% |
| 30D | -24.7% | -22.3% | -2.4% | -14.8% |
| 3M | -35.7% | +33.2% | -68.9% | -45.2% |
| 6M | -52.4% | +53.6% | -106.0% | -63.1% |
| YTD | -25.0% | +66.8% | -91.8% | -44.2% |
| 1Y | -25.7% | +17.5% | -43.2% | -36.7% |
| All | +111.4% | +218.3% | -106.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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