+1,199.2%
NI vs FN
+2,887.5%
-1,688.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.3% | -1.5% |
| 7D | -0.9% | 0.0% | -0.9% | -1.2% |
| 30D | +9.6% | -34.3% | +43.9% | +12.5% |
| 3M | +2.5% | -39.9% | +42.3% | +5.4% |
| 6M | -5.8% | -51.8% | +46.0% | -2.2% |
| YTD | +8.6% | -28.1% | +36.7% | +8.5% |
| 1Y | +6.0% | -29.1% | +35.0% | +5.8% |
| 3Y | +91.0% | +102.4% | -11.4% | +70.3% |
| 5Y | +104.8% | +171.7% | -66.9% | +75.1% |
| 10Y | +176.7% | +773.5% | -596.8% | +111.0% |
| All | +1,199.2% | +2,887.5% | -1,688.3% | +788.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling