-25.7%
FN vs ROIV
+97.8%
-123.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.1% | -12.0% | -7.8% |
| 7D | -7.0% | +3.0% | -10.0% | -7.9% |
| 30D | -24.7% | +6.8% | -31.6% | -26.4% |
| 3M | -35.7% | +10.5% | -46.2% | -38.6% |
| 6M | -52.4% | +34.8% | -87.2% | -58.0% |
| YTD | -25.0% | +76.2% | -101.1% | -43.1% |
| 1Y | -25.7% | +92.4% | -118.1% | -48.6% |
| All | -25.7% | +97.8% | -123.5% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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