+102.0%
NI vs FN
+111.9%
-9.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.7% |
| 7D | +3.1% | +20.8% | -17.7% | +2.5% |
| 30D | +11.2% | -17.3% | +28.5% | +11.7% |
| 3M | +9.8% | -38.1% | +48.0% | +11.2% |
| 6M | -1.6% | -44.2% | +42.6% | -0.3% |
| YTD | +12.6% | -22.3% | +34.9% | +12.2% |
| 1Y | +7.8% | -20.9% | +28.7% | +7.2% |
| All | +102.0% | +111.9% | -9.8% | +80.9% |
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