+7.4%
O vs FN
+169.4%
-162.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.6% | -0.7% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +7.1% | -16.5% | +23.7% | +7.2% |
| 3M | -5.2% | -42.1% | +36.9% | -4.8% |
| 6M | -1.8% | -52.9% | +51.1% | -1.0% |
| YTD | +9.1% | -28.0% | +37.0% | +8.6% |
| 1Y | +9.7% | -18.5% | +28.2% | +8.7% |
| 3Y | +39.1% | +93.9% | -54.7% | +26.4% |
| All | +7.4% | +169.4% | -162.1% | -9.8% |
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