+1,330.6%
LOW vs FN
+2,887.5%
-1,556.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.8% | -2.6% |
| 7D | +7.4% | 0.0% | +7.5% | +6.8% |
| 30D | +24.5% | -34.3% | +58.8% | +29.9% |
| 3M | +3.5% | -39.9% | +43.3% | +8.4% |
| 6M | -2.6% | -51.8% | +49.3% | +3.7% |
| YTD | -4.8% | -28.1% | +23.3% | -5.8% |
| 1Y | -0.8% | -29.1% | +28.3% | -2.1% |
| 3Y | +22.8% | +102.4% | -79.6% | -2.0% |
| 5Y | +5.3% | +171.7% | -166.3% | -21.5% |
| 10Y | +309.5% | +773.5% | -464.0% | +155.6% |
| All | +1,330.6% | +2,887.5% | -1,556.9% | +696.5% |
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