-29.1%
FN vs Z
-59.5%
+30.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.4% | +14.1% | +11.4% |
| 7D | 0.0% | -4.6% | +4.5% | 0.0% |
| 30D | -34.3% | +8.3% | -42.6% | -33.4% |
| 3M | -39.9% | -11.6% | -28.3% | -40.2% |
| 6M | -51.8% | -33.6% | -18.2% | -49.5% |
| YTD | -28.1% | -56.7% | +28.5% | -19.1% |
| 1Y | -29.1% | -59.1% | +30.1% | -18.6% |
| All | -29.1% | -59.5% | +30.5% | -18.6% |
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