+10.1%
LOW vs FN
+212.0%
-201.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.6% |
| 7D | +1.0% | +8.0% | -7.0% | +0.1% |
| 30D | +25.6% | -19.1% | +44.7% | +27.4% |
| 3M | +5.3% | -29.8% | +35.2% | +7.8% |
| 6M | +3.7% | -43.2% | +46.9% | +7.5% |
| YTD | -1.9% | -18.9% | +17.1% | -4.8% |
| 1Y | +0.6% | -17.9% | +18.4% | -3.1% |
| 3Y | +26.4% | +120.1% | -93.7% | -7.4% |
| 5Y | +10.1% | +206.7% | -196.6% | -31.7% |
| All | +10.1% | +212.0% | -201.9% | -31.7% |
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