+308.0%
FN vs ROIV
+248.8%
+59.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.2% | -10.0% | -13.6% |
| 7D | -16.0% | -2.4% | -13.6% | -15.6% |
| 30D | -40.1% | +3.1% | -43.2% | -40.4% |
| 3M | -43.9% | +5.8% | -49.7% | -44.6% |
| 6M | -55.6% | +29.3% | -84.9% | -57.5% |
| YTD | -35.7% | +68.8% | -104.4% | -40.5% |
| 1Y | -39.8% | +81.0% | -120.8% | -44.9% |
| 3Y | +80.3% | +294.6% | -214.3% | +51.0% |
| 5Y | +143.3% | +373.1% | -229.8% | +83.3% |
| All | +308.0% | +248.8% | +59.2% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling