+107.9%
FN vs Z
-20.5%
+128.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.5% | +0.7% | -3.9% |
| 7D | -4.1% | -6.5% | +2.4% | -2.9% |
| 30D | -28.3% | -0.1% | -28.2% | -28.8% |
| 3M | -33.9% | -14.1% | -19.7% | -33.0% |
| 6M | -43.9% | -30.1% | -13.9% | -40.5% |
| YTD | -23.4% | -57.5% | +34.1% | -7.5% |
| 1Y | -25.4% | -60.3% | +34.9% | -8.1% |
| 3Y | +107.9% | -21.0% | +128.9% | +105.0% |
| All | +107.9% | -20.5% | +128.3% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling