+342.3%
FN vs PL
+84.9%
+257.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | -1.7% | -9.3% | +7.6% | +0.1% |
| 30D | -22.0% | -18.9% | -3.1% | -18.6% |
| 3M | -43.0% | -58.4% | +15.4% | -33.3% |
| 6M | -27.7% | -30.3% | +2.6% | -24.1% |
| YTD | -10.5% | -8.1% | -2.4% | -10.9% |
| 1Y | +12.5% | +180.5% | -168.0% | -10.2% |
| 3Y | +153.8% | +444.1% | -290.3% | +65.4% |
| 5Y | +288.0% | +83.0% | +205.0% | +164.6% |
| All | +342.3% | +84.9% | +257.4% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling