+56.8%
LYB vs FN
-21.9%
+78.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +1.8% |
| 7D | +3.7% | +20.8% | -17.1% | +5.3% |
| 30D | +6.4% | -17.3% | +23.7% | +5.4% |
| 3M | +2.8% | -38.1% | +40.9% | 0.0% |
| 6M | -12.2% | -44.2% | +32.0% | -14.5% |
| YTD | +52.4% | -22.3% | +74.7% | +58.1% |
| 1Y | +56.8% | -20.9% | +77.7% | +66.4% |
| All | +56.8% | -21.9% | +78.7% | +66.4% |
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