+9.8%
LOW vs FN
+289.0%
-279.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.9% |
| 7D | -1.7% | -1.7% | -0.1% | -1.6% |
| 30D | -7.0% | -22.0% | +14.9% | -5.1% |
| 3M | -0.9% | -43.0% | +42.1% | +4.1% |
| 6M | -20.1% | -27.7% | +7.7% | -19.5% |
| YTD | -13.9% | -10.5% | -3.4% | -16.5% |
| 1Y | -21.1% | +12.5% | -33.6% | -26.8% |
| 3Y | -6.6% | +153.8% | -160.4% | -32.0% |
| All | +9.8% | +289.0% | -279.2% | -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