+11.1%
O vs FN
+148.3%
-137.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.7% | +0.5% |
| 7D | +4.5% | -16.0% | +20.5% | +4.6% |
| 30D | +10.2% | -40.1% | +50.3% | +10.6% |
| 3M | -3.8% | -43.9% | +40.1% | -3.4% |
| 6M | -3.8% | -55.6% | +51.8% | -3.1% |
| YTD | +10.3% | -35.7% | +46.0% | +9.8% |
| 1Y | +11.9% | -39.8% | +51.7% | +11.5% |
| 3Y | +38.1% | +80.3% | -42.1% | +24.9% |
| 5Y | +11.1% | +143.3% | -132.2% | -6.6% |
| All | +11.1% | +148.3% | -137.2% | -6.6% |
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