+160.3%
FN vs PR
+73.2%
+87.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.6% |
| 30D | -22.0% | +18.0% | -40.0% | -26.3% |
| 3M | -43.0% | +16.9% | -59.9% | -46.2% |
| 6M | -27.7% | +28.2% | -56.0% | -34.6% |
| YTD | -10.5% | +69.3% | -79.8% | -27.2% |
| 1Y | +12.5% | +69.5% | -57.0% | -9.1% |
| All | +160.3% | +73.2% | +87.2% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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