-39.8%
FN vs PL
-11.4%
-28.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -10.1% | -4.1% | -11.0% |
| 7D | -16.0% | -20.5% | +4.6% | -9.2% |
| 30D | -40.1% | -38.8% | -1.3% | -30.2% |
| 3M | -43.9% | -49.1% | +5.2% | -31.1% |
| 6M | -55.6% | -69.4% | +13.7% | -39.1% |
| YTD | -35.7% | -42.3% | +6.7% | -25.6% |
| 1Y | -39.8% | -14.2% | -25.6% | -36.6% |
| All | -39.8% | -11.4% | -28.4% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling