+1,827.9%
NDAQ vs FN
+3,620.5%
-1,792.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.3% |
| 7D | -2.4% | -1.7% | -0.8% | -2.2% |
| 30D | +2.5% | -22.0% | +24.4% | +5.4% |
| 3M | +9.9% | -43.0% | +52.9% | +17.1% |
| 6M | +9.4% | -27.7% | +37.2% | +10.9% |
| YTD | +0.4% | -10.5% | +10.9% | -2.2% |
| 1Y | +4.0% | +12.5% | -8.5% | -2.9% |
| 3Y | +94.4% | +153.8% | -59.4% | +51.4% |
| 5Y | +56.7% | +288.0% | -231.3% | +10.2% |
| 10Y | +375.3% | +906.4% | -531.1% | +173.2% |
| All | +1,827.9% | +3,620.5% | -1,792.6% | +784.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling