+22.8%
LOW vs FN
+101.0%
-78.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -1.4% |
| 7D | +7.4% | 0.0% | +7.5% | +7.3% |
| 30D | +24.5% | -34.3% | +58.8% | +26.1% |
| 3M | +3.5% | -39.9% | +43.3% | +5.0% |
| 6M | -2.6% | -51.8% | +49.3% | -0.4% |
| YTD | -4.8% | -28.1% | +23.3% | -6.1% |
| 1Y | -0.8% | -29.1% | +28.3% | -2.3% |
| 3Y | +22.8% | +102.4% | -79.6% | -6.1% |
| All | +22.8% | +101.0% | -78.2% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling