+143.3%
FN vs PL
+11.6%
+131.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -10.1% | -4.1% | -12.2% |
| 7D | -16.0% | -20.5% | +4.6% | -11.7% |
| 30D | -40.1% | -38.8% | -1.3% | -33.7% |
| 3M | -43.9% | -49.1% | +5.2% | -35.6% |
| 6M | -55.6% | -69.4% | +13.7% | -44.6% |
| YTD | -35.7% | -42.3% | +6.7% | -29.5% |
| 1Y | -39.8% | -14.2% | -25.6% | -38.9% |
| 3Y | +80.3% | +398.7% | -318.4% | +23.3% |
| 5Y | +143.3% | +11.1% | +132.1% | +83.5% |
| All | +143.3% | +11.6% | +131.7% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling