+331.4%
IR vs FN
+847.4%
-516.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.5% | +0.9% |
| 7D | +11.6% | -7.0% | +18.6% | +12.9% |
| 30D | +7.2% | -24.7% | +31.9% | +13.1% |
| 3M | -5.9% | -35.7% | +29.8% | +1.7% |
| 6M | +11.5% | -52.4% | +63.9% | +26.2% |
| YTD | +6.3% | -25.0% | +31.3% | +4.5% |
| 1Y | +9.1% | -25.7% | +34.8% | +6.6% |
| 3Y | +29.2% | +110.2% | -81.1% | -13.1% |
| 5Y | +48.2% | +192.3% | -144.2% | -14.1% |
| All | +331.4% | +847.4% | -516.1% | +85.9% |
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