+185.4%
MAR vs FN
+212.0%
-26.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -0.5% |
| 7D | +1.0% | +8.0% | -7.0% | -0.3% |
| 30D | +16.2% | -19.1% | +35.4% | +18.6% |
| 3M | +23.1% | -29.8% | +52.9% | +27.2% |
| 6M | +22.0% | -43.2% | +65.1% | +28.2% |
| YTD | +39.2% | -18.9% | +58.1% | +33.9% |
| 1Y | +48.3% | -17.9% | +66.1% | +41.2% |
| 3Y | +123.4% | +120.1% | +3.3% | +54.7% |
| 5Y | +185.4% | +206.7% | -21.3% | +61.5% |
| All | +185.4% | +212.0% | -26.6% | +61.5% |
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 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