+322.2%
O vs FN
+2,575.5%
-2,253.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.7% | +1.4% |
| 7D | +4.5% | -16.0% | +20.5% | +5.5% |
| 30D | +10.2% | -40.1% | +50.3% | +13.8% |
| 3M | -3.8% | -43.9% | +40.1% | -0.5% |
| 6M | -3.8% | -55.6% | +51.8% | +0.4% |
| YTD | +10.3% | -35.7% | +46.0% | +10.7% |
| 1Y | +11.9% | -39.8% | +51.7% | +12.5% |
| 3Y | +38.1% | +80.3% | -42.1% | +20.2% |
| 5Y | +11.1% | +143.3% | -132.2% | -8.4% |
| 10Y | +72.7% | +682.3% | -609.6% | +23.3% |
| All | +322.2% | +2,575.5% | -2,253.3% | +173.5% |
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