+289.3%
FN vs TAP
+2.2%
+287.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.6% |
| 30D | -22.0% | -2.1% | -19.8% | -22.0% |
| 3M | -43.0% | +6.6% | -49.6% | -43.4% |
| 6M | -27.7% | -11.5% | -16.3% | -26.9% |
| YTD | -10.5% | -10.3% | -0.3% | -10.1% |
| 1Y | +12.5% | -14.4% | +26.9% | +13.8% |
| 3Y | +153.8% | -28.3% | +182.1% | +163.2% |
| All | +289.3% | +2.2% | +287.1% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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