+62.6%
NDAQ vs FN
+170.4%
-107.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -0.6% |
| 7D | +0.8% | 0.0% | +0.9% | +0.6% |
| 30D | +16.5% | -34.3% | +50.8% | +19.9% |
| 3M | +13.5% | -39.9% | +53.4% | +17.2% |
| 6M | +20.9% | -51.8% | +72.8% | +26.5% |
| YTD | +11.4% | -28.1% | +39.6% | +10.0% |
| 1Y | +25.9% | -29.1% | +55.0% | +24.1% |
| 3Y | +119.9% | +102.4% | +17.4% | +79.8% |
| All | +62.6% | +170.4% | -107.7% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling