+111.4%
FN vs PL
+459.7%
-348.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.4% | +0.4% | -4.5% |
| 7D | -7.0% | -11.7% | +4.7% | -4.1% |
| 30D | -24.7% | -27.1% | +2.4% | -18.9% |
| 3M | -35.7% | -44.6% | +8.9% | -26.5% |
| 6M | -52.4% | -67.2% | +14.8% | -40.2% |
| YTD | -25.0% | -35.9% | +10.9% | -19.0% |
| 1Y | -25.7% | -0.4% | -25.3% | -26.8% |
| All | +111.4% | +459.7% | -348.3% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling