+1,957.6%
FN vs P
+485.4%
+1,472.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.8% | +2.6% |
| 7D | -1.7% | +6.5% | -8.2% | -4.0% |
| 30D | -22.0% | +18.8% | -40.8% | -27.5% |
| 3M | -43.0% | +26.7% | -69.8% | -48.0% |
| 6M | -27.7% | +62.2% | -89.9% | -40.4% |
| YTD | -10.5% | +48.5% | -59.0% | -23.9% |
| 1Y | +12.5% | +26.4% | -13.9% | -0.9% |
| 3Y | +153.8% | +159.4% | -5.6% | +73.3% |
| 5Y | +288.0% | +275.8% | +12.2% | +131.7% |
| 10Y | +906.4% | +732.0% | +174.4% | +374.0% |
| All | +1,957.6% | +485.4% | +1,472.2% | +887.2% |
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