+25.8%
IR vs FN
+80.0%
-54.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.5% | -0.7% |
| 7D | +2.3% | -16.0% | +18.3% | +4.5% |
| 30D | +3.3% | -40.1% | +43.4% | +10.5% |
| 3M | -9.0% | -43.9% | +34.9% | -2.5% |
| 6M | +8.0% | -55.6% | +63.6% | +18.4% |
| YTD | +3.4% | -35.7% | +39.0% | +3.8% |
| 1Y | +4.5% | -39.8% | +44.3% | +5.8% |
| All | +25.8% | +80.0% | -54.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling