+109.3%
RF vs FN
+80.0%
+29.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.1% | -0.9% |
| 7D | -1.6% | -16.0% | +14.3% | -0.3% |
| 30D | +5.0% | -40.1% | +45.1% | +9.6% |
| 3M | -10.0% | -43.9% | +33.9% | -5.9% |
| 6M | +3.3% | -55.6% | +59.0% | +9.7% |
| YTD | +7.9% | -35.7% | +43.6% | +6.9% |
| 1Y | +21.2% | -39.8% | +61.1% | +20.9% |
| All | +109.3% | +80.0% | +29.3% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling