+6.4%
NI vs FN
-19.6%
+26.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.4% |
| 7D | +0.6% | +8.0% | -7.4% | +0.3% |
| 30D | +11.2% | -19.1% | +30.4% | +11.9% |
| 3M | +9.2% | -29.8% | +39.0% | +10.2% |
| 6M | -1.8% | -43.2% | +41.3% | -0.4% |
| YTD | +12.0% | -18.9% | +31.0% | +9.5% |
| 1Y | +6.4% | -17.9% | +24.3% | +3.0% |
| All | +6.4% | -19.6% | +26.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling