+291.3%
IR vs FN
+1,029.8%
-738.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.6% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -15.1% | -22.0% | +6.9% | -11.1% |
| 3M | +6.1% | -43.0% | +49.1% | +17.8% |
| 6M | -16.8% | -27.7% | +10.9% | -14.6% |
| YTD | -3.5% | -10.5% | +7.0% | -7.7% |
| 1Y | -3.5% | +12.5% | -16.0% | -14.2% |
| 3Y | +9.5% | +153.8% | -144.3% | -28.7% |
| 5Y | +45.1% | +288.0% | -242.9% | -21.0% |
| All | +291.3% | +1,029.8% | -738.5% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling