+330.5%
O vs FN
+3,620.5%
-3,290.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -0.7% | -1.7% | +0.9% | -0.6% |
| 30D | -1.9% | -22.0% | +20.1% | -0.4% |
| 3M | +3.8% | -43.0% | +46.8% | +7.5% |
| 6M | -4.7% | -27.7% | +23.0% | -4.0% |
| YTD | +12.5% | -10.5% | +23.0% | +10.9% |
| 1Y | +10.8% | +12.5% | -1.7% | +6.5% |
| 3Y | +28.8% | +153.8% | -125.0% | +9.8% |
| 5Y | +13.2% | +288.0% | -274.8% | -9.8% |
| 10Y | +53.5% | +906.4% | -853.0% | +8.3% |
| All | +330.5% | +3,620.5% | -3,290.1% | +174.0% |
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