+4.0%
NDAQ vs FN
+17.1%
-13.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.9% |
| 7D | -2.4% | -1.7% | -0.8% | -2.4% |
| 30D | +2.5% | -22.0% | +24.4% | +2.6% |
| 3M | +9.9% | -43.0% | +52.9% | +11.5% |
| 6M | +9.4% | -27.7% | +37.2% | +9.3% |
| YTD | +0.4% | -10.5% | +10.9% | -1.8% |
| 1Y | +4.0% | +12.5% | -8.5% | +1.2% |
| All | +4.0% | +17.1% | -13.0% | +1.2% |
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