-6.4%
T vs FN
-25.7%
+19.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.0% | +1.6% |
| 7D | +5.5% | -7.0% | +12.4% | +4.9% |
| 30D | -8.9% | -24.7% | +15.8% | -10.7% |
| 3M | -5.6% | -35.7% | +30.1% | -8.0% |
| 6M | -14.3% | -52.4% | +38.1% | -17.5% |
| YTD | -7.9% | -25.0% | +17.0% | -6.7% |
| 1Y | -6.4% | -25.7% | +19.2% | -5.2% |
| All | -6.4% | -25.7% | +19.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling