+9.1%
IR vs FN
-25.7%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.5% | 0.0% |
| 7D | +11.6% | -7.0% | +18.6% | +12.0% |
| 30D | +7.2% | -24.7% | +31.9% | +9.0% |
| 3M | -5.9% | -35.7% | +29.8% | -3.4% |
| 6M | +11.5% | -52.4% | +63.9% | +16.8% |
| YTD | +6.3% | -25.0% | +31.3% | +4.8% |
| 1Y | +9.1% | -25.7% | +34.8% | +8.1% |
| All | +9.1% | -25.7% | +34.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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