+91.0%
NI vs FN
+101.0%
-10.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.3% | -1.0% |
| 7D | -0.9% | 0.0% | -0.9% | -1.0% |
| 30D | +9.6% | -34.3% | +43.9% | +11.0% |
| 3M | +2.5% | -39.9% | +42.3% | +3.8% |
| 6M | -5.8% | -51.8% | +46.0% | -4.1% |
| YTD | +8.6% | -28.1% | +36.7% | +8.4% |
| 1Y | +6.0% | -29.1% | +35.0% | +5.8% |
| 3Y | +91.0% | +102.4% | -11.4% | +74.3% |
| All | +91.0% | +101.0% | -10.0% | +74.3% |
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