+119.3%
NDAQ vs FN
+80.0%
+39.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -14.2% | +11.6% | -2.0% |
| 7D | +1.2% | -16.0% | +17.1% | +1.9% |
| 30D | +15.8% | -40.1% | +55.9% | +18.6% |
| 3M | +13.4% | -43.9% | +57.3% | +16.2% |
| 6M | +20.9% | -55.6% | +76.5% | +25.3% |
| YTD | +11.1% | -35.7% | +46.8% | +10.2% |
| 1Y | +26.5% | -39.8% | +66.3% | +26.0% |
| All | +119.3% | +80.0% | +39.2% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling