+2,128.7%
FN vs Z
+25.1%
+2,103.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.3% | +3.6% |
| 7D | -1.7% | -3.0% | +1.3% | -1.1% |
| 30D | -22.0% | -4.2% | -17.8% | -21.9% |
| 3M | -43.0% | -3.7% | -39.3% | -43.3% |
| 6M | -27.7% | -24.5% | -3.2% | -24.7% |
| YTD | -10.5% | -49.3% | +38.8% | +0.7% |
| 1Y | +12.5% | -58.7% | +71.2% | +31.5% |
| 3Y | +153.8% | -34.1% | +187.9% | +162.2% |
| 5Y | +288.0% | -64.5% | +352.5% | +322.3% |
| 10Y | +906.4% | -0.5% | +906.9% | +672.1% |
| All | +2,128.7% | +25.1% | +2,103.6% | +1,616.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling