-20.9%
FN vs Z
-61.0%
+40.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -4.3% |
| 7D | +20.8% | -4.9% | +25.7% | +20.1% |
| 30D | -17.3% | +3.0% | -20.3% | -16.6% |
| 3M | -38.1% | -13.4% | -24.7% | -38.6% |
| 6M | -44.2% | -27.3% | -16.9% | -42.7% |
| YTD | -22.3% | -57.8% | +35.5% | -11.7% |
| 1Y | -20.9% | -60.0% | +39.1% | -8.3% |
| All | -20.9% | -61.0% | +40.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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