+29.4%
NDAQ vs FN
-25.7%
+55.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.5% | +2.5% |
| 7D | +3.9% | -7.0% | +10.9% | +3.9% |
| 30D | +19.0% | -24.7% | +43.7% | +19.2% |
| 3M | +17.6% | -35.7% | +53.2% | +17.9% |
| 6M | +21.0% | -52.4% | +73.4% | +23.0% |
| YTD | +14.1% | -25.0% | +39.1% | +11.6% |
| 1Y | +29.4% | -25.7% | +55.1% | +26.4% |
| All | +29.4% | -25.7% | +55.2% | +26.4% |
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 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