+120.1%
SPOT vs FN
+169.4%
-49.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.7% | +3.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +16.9% | -16.5% | +33.5% | +18.3% |
| 3M | +23.0% | -42.1% | +65.1% | +29.0% |
| 6M | +42.2% | -52.9% | +95.1% | +52.0% |
| YTD | +5.5% | -28.0% | +33.5% | +1.8% |
| 1Y | -5.1% | -18.5% | +13.4% | -11.1% |
| 3Y | +257.9% | +93.9% | +164.0% | +142.2% |
| All | +120.1% | +169.4% | -49.3% | +10.1% |
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