+81.3%
FN vs Z
-19.1%
+100.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -10.6% | -3.6% | -12.6% |
| 7D | -16.0% | -2.3% | -13.7% | -15.7% |
| 30D | -40.1% | +9.4% | -49.5% | -41.5% |
| 3M | -43.9% | -16.1% | -27.8% | -42.8% |
| 6M | -55.6% | -30.4% | -25.2% | -52.6% |
| YTD | -35.7% | -55.6% | +19.9% | -22.6% |
| 1Y | -39.8% | -58.5% | +18.7% | -26.2% |
| All | +81.3% | -19.1% | +100.4% | +72.1% |
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