-25.4%
FN vs USFR
+4.1%
-29.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -3.9% |
| 7D | -4.1% | +0.1% | -4.2% | -2.4% |
| 30D | -28.3% | +0.4% | -28.7% | -22.2% |
| 3M | -33.9% | +1.1% | -34.9% | -14.5% |
| 6M | -43.9% | +2.1% | -46.0% | +7.0% |
| YTD | -23.4% | +3.4% | -26.9% | +48.7% |
| 1Y | -25.4% | +4.1% | -29.5% | -1.0% |
| All | -25.4% | +4.1% | -29.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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