+1,193.9%
MAR vs FN
+3,620.5%
-2,426.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | -4.2% | -1.7% | -2.5% | -3.9% |
| 30D | -6.7% | -22.0% | +15.3% | -3.1% |
| 3M | -12.5% | -43.0% | +30.5% | -5.1% |
| 6M | +0.6% | -27.7% | +28.3% | +2.4% |
| YTD | +9.1% | -10.5% | +19.6% | +5.2% |
| 1Y | +26.2% | +12.5% | +13.7% | +14.8% |
| 3Y | +68.2% | +153.8% | -85.6% | +21.4% |
| 5Y | +163.9% | +288.0% | -124.1% | +69.1% |
| 10Y | +420.6% | +906.4% | -485.9% | +169.6% |
| All | +1,193.9% | +3,620.5% | -2,426.7% | +430.8% |
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