+1,504.4%
MAR vs FN
+2,575.5%
-1,071.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.2% | +12.5% | +0.7% |
| 7D | +4.4% | -16.0% | +20.4% | +7.0% |
| 30D | +15.5% | -40.1% | +55.6% | +25.1% |
| 3M | +15.7% | -43.9% | +59.6% | +25.6% |
| 6M | +18.2% | -55.6% | +73.8% | +31.2% |
| YTD | +35.3% | -35.7% | +71.0% | +36.5% |
| 1Y | +48.6% | -39.8% | +88.5% | +50.8% |
| 3Y | +124.3% | +80.3% | +44.1% | +69.9% |
| 5Y | +159.7% | +143.3% | +16.4% | +79.3% |
| 10Y | +555.2% | +682.3% | -127.1% | +251.2% |
| All | +1,504.4% | +2,575.5% | -1,071.1% | +588.4% |
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 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