+49.4%
MAR vs FN
-33.3%
+82.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.9% | -0.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +16.8% | -34.3% | +51.1% | +16.6% |
| 3M | +16.0% | -39.9% | +55.9% | +15.7% |
| 6M | +16.5% | -51.8% | +68.3% | +16.9% |
| YTD | +35.0% | -28.1% | +63.2% | +34.3% |
| 1Y | +49.4% | -29.1% | +78.4% | +48.9% |
| All | +49.4% | -33.3% | +82.7% | +48.9% |
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