+81.3%
FN vs ROIV
+290.8%
-209.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.2% | -10.0% | -12.6% |
| 7D | -16.0% | -2.4% | -13.6% | -15.1% |
| 30D | -40.1% | +3.1% | -43.2% | -40.8% |
| 3M | -43.9% | +5.8% | -49.7% | -45.9% |
| 6M | -55.6% | +29.3% | -84.9% | -61.0% |
| YTD | -35.7% | +68.8% | -104.4% | -50.3% |
| 1Y | -39.8% | +81.0% | -120.8% | -55.2% |
| All | +81.3% | +290.8% | -209.5% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling