+48.4%
IR vs FN
+289.0%
-240.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -15.1% | -22.0% | +6.9% | -11.8% |
| 3M | +6.1% | -43.0% | +49.1% | +16.0% |
| 6M | -16.8% | -27.7% | +10.9% | -15.0% |
| YTD | -3.5% | -10.5% | +7.0% | -7.4% |
| 1Y | -3.5% | +12.5% | -16.0% | -13.2% |
| 3Y | +9.5% | +153.8% | -144.3% | -26.2% |
| All | +48.4% | +289.0% | -240.6% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling