+1,625.5%
FN vs P
+557.5%
+1,068.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.0% | -1.0% | -4.1% |
| 7D | -7.0% | -19.4% | +12.4% | +0.7% |
| 30D | -24.7% | -22.3% | -2.4% | -17.3% |
| 3M | -35.7% | +33.2% | -68.9% | -42.7% |
| 6M | -52.4% | +53.6% | -106.0% | -60.2% |
| YTD | -25.0% | +66.8% | -91.8% | -38.9% |
| 1Y | -25.7% | +17.5% | -43.2% | -33.0% |
| 3Y | +110.2% | +219.7% | -109.5% | +33.7% |
| 5Y | +192.3% | +307.8% | -115.4% | +68.7% |
| 10Y | +812.3% | +855.3% | -43.0% | +308.8% |
| All | +1,625.5% | +557.5% | +1,068.0% | +692.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling