+44.1%
IR vs FN
+170.4%
-126.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.3% | -0.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.2% |
| 30D | +7.4% | -34.3% | +41.8% | +14.9% |
| 3M | -5.9% | -39.9% | +33.9% | +1.3% |
| 6M | +5.6% | -51.8% | +57.4% | +16.6% |
| YTD | +4.8% | -28.1% | +33.0% | +3.4% |
| 1Y | +6.9% | -29.1% | +36.0% | +5.2% |
| 3Y | +27.6% | +102.4% | -74.9% | -11.5% |
| All | +44.1% | +170.4% | -126.2% | -19.1% |
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 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