+1,502.7%
FN vs Z
+9.5%
+1,493.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -10.6% | -3.6% | -12.3% |
| 7D | -16.0% | -2.3% | -13.7% | -15.8% |
| 30D | -40.1% | +9.4% | -49.5% | -41.6% |
| 3M | -43.9% | -16.1% | -27.8% | -42.9% |
| 6M | -55.6% | -30.4% | -25.2% | -53.4% |
| YTD | -35.7% | -55.6% | +19.9% | -26.5% |
| 1Y | -39.8% | -58.5% | +18.7% | -30.3% |
| 3Y | +80.3% | -19.6% | +99.9% | +77.6% |
| 5Y | +143.3% | -54.1% | +197.4% | +154.3% |
| 10Y | +682.3% | -12.1% | +694.4% | +509.1% |
| All | +1,502.7% | +9.5% | +1,493.1% | +1,153.8% |
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