+53.4%
T vs FN
+148.3%
-94.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | -0.5% |
| 7D | +4.3% | -16.0% | +20.3% | +3.9% |
| 30D | -9.7% | -40.1% | +30.4% | -10.8% |
| 3M | -4.3% | -43.9% | +39.6% | -5.4% |
| 6M | -13.7% | -55.6% | +42.0% | -14.8% |
| YTD | -8.0% | -35.7% | +27.7% | -8.7% |
| 1Y | -6.9% | -39.8% | +32.9% | -7.7% |
| 3Y | +59.7% | +80.3% | -20.5% | +49.8% |
| 5Y | +53.4% | +143.3% | -89.9% | +31.2% |
| All | +53.4% | +148.3% | -94.9% | +31.2% |
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 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