+14.9%
O vs FN
+289.0%
-274.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.8% |
| 7D | -0.7% | -1.7% | +0.9% | -0.7% |
| 30D | -1.9% | -22.0% | +20.1% | -1.6% |
| 3M | +3.8% | -43.0% | +46.8% | +4.8% |
| 6M | -4.7% | -27.7% | +23.0% | -4.7% |
| YTD | +12.5% | -10.5% | +23.0% | +11.8% |
| 1Y | +10.8% | +12.5% | -1.7% | +9.1% |
| 3Y | +28.8% | +153.8% | -125.0% | +16.0% |
| All | +14.9% | +289.0% | -274.1% | -5.3% |
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