-8.4%
T vs FN
-33.3%
+24.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | +0.1% |
| 7D | +1.0% | 0.0% | +1.1% | +1.3% |
| 30D | -10.6% | -34.3% | +23.7% | -13.2% |
| 3M | -7.7% | -39.9% | +32.1% | -10.5% |
| 6M | -13.3% | -51.8% | +38.5% | -16.4% |
| YTD | -8.8% | -28.1% | +19.4% | -7.7% |
| 1Y | -8.4% | -29.1% | +20.7% | -7.3% |
| All | -8.4% | -33.3% | +24.9% | -7.3% |
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