+327.1%
NET vs FN
+158.4%
+168.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.7% |
| 7D | -7.0% | -1.7% | -5.3% | -6.6% |
| 30D | -4.8% | -22.0% | +17.2% | -0.2% |
| 3M | +3.8% | -43.0% | +46.8% | +16.1% |
| 6M | +50.0% | -27.7% | +77.8% | +52.4% |
| YTD | +41.5% | -10.5% | +52.0% | +32.6% |
| 1Y | +32.8% | +12.5% | +20.3% | +14.5% |
| All | +327.1% | +158.4% | +168.7% | +99.3% |
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