+1,109.8%
NI vs FN
+3,620.5%
-2,510.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -0.9% |
| 7D | +2.0% | -1.7% | +3.7% | +2.1% |
| 30D | -3.5% | -22.0% | +18.4% | -2.1% |
| 3M | -9.1% | -43.0% | +33.9% | -6.0% |
| 6M | -11.8% | -27.7% | +15.9% | -11.0% |
| YTD | +1.1% | -10.5% | +11.6% | 0.0% |
| 1Y | +6.7% | +12.5% | -5.8% | +3.4% |
| 3Y | +71.1% | +153.8% | -82.7% | +50.7% |
| 5Y | +94.3% | +288.0% | -193.7% | +62.3% |
| 10Y | +135.8% | +906.4% | -770.6% | +78.9% |
| All | +1,109.8% | +3,620.5% | -2,510.7% | +719.1% |
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