+66.2%
NDAQ vs FN
+169.4%
-103.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | +18.0% | -16.5% | +34.5% | +19.0% |
| 3M | +11.5% | -42.1% | +53.6% | +15.5% |
| 6M | +21.1% | -52.9% | +74.0% | +27.0% |
| YTD | +12.8% | -28.0% | +40.8% | +11.3% |
| 1Y | +25.7% | -18.5% | +44.2% | +21.9% |
| 3Y | +116.8% | +93.9% | +22.9% | +78.5% |
| All | +66.2% | +169.4% | -103.2% | +19.0% |
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 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