+183.5%
MAR vs FN
+169.4%
+14.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +7.0% | +0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +13.8% | -16.5% | +30.3% | +15.6% |
| 3M | +20.3% | -42.1% | +62.4% | +27.5% |
| 6M | +21.3% | -52.9% | +74.2% | +31.1% |
| YTD | +37.2% | -28.0% | +65.2% | +33.9% |
| 1Y | +48.4% | -18.5% | +67.0% | +40.4% |
| 3Y | +120.1% | +93.9% | +26.3% | +55.1% |
| All | +183.5% | +169.4% | +14.1% | +60.6% |
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