+97.0%
NI vs FN
+289.0%
-192.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -0.8% |
| 7D | +2.0% | -1.7% | +3.7% | +2.1% |
| 30D | -3.5% | -22.0% | +18.4% | -2.6% |
| 3M | -9.1% | -43.0% | +33.9% | -7.0% |
| 6M | -11.8% | -27.7% | +15.9% | -11.4% |
| YTD | +1.1% | -10.5% | +11.6% | +0.2% |
| 1Y | +6.7% | +12.5% | -5.8% | +4.1% |
| 3Y | +71.1% | +153.8% | -82.7% | +53.4% |
| All | +97.0% | +289.0% | -192.1% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling