-1.4%
LOW vs FN
-25.7%
+24.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.0% | +13.5% | +7.3% |
| 7D | +15.6% | -7.0% | +22.6% | +15.5% |
| 30D | +28.6% | -24.7% | +53.3% | +28.1% |
| 3M | +5.8% | -35.7% | +41.5% | +5.3% |
| 6M | +3.8% | -52.4% | +56.2% | +3.7% |
| YTD | -2.8% | -25.0% | +22.2% | -4.4% |
| 1Y | -1.4% | -25.7% | +24.3% | -3.0% |
| All | -1.4% | -25.7% | +24.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling