+322.4%
NET vs FN
+109.9%
+212.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -1.3% |
| 7D | -16.4% | -7.0% | -9.4% | -15.2% |
| 30D | -25.8% | -24.7% | -1.1% | -21.7% |
| 3M | -11.5% | -35.7% | +24.1% | -4.6% |
| 6M | +18.9% | -52.4% | +71.3% | +34.5% |
| YTD | +35.2% | -25.0% | +60.2% | +31.0% |
| 1Y | +14.5% | -25.7% | +40.1% | +10.3% |
| All | +322.4% | +109.9% | +212.5% | +135.8% |
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 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