+55.7%
T vs FN
+206.7%
-151.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.1% | +1.1% |
| 7D | +1.7% | +16.3% | -14.6% | +2.2% |
| 30D | -1.7% | -24.7% | +23.0% | -2.2% |
| 3M | -7.3% | -34.9% | +27.6% | -7.9% |
| 6M | -11.2% | -41.1% | +29.9% | -11.7% |
| YTD | -8.1% | -19.6% | +11.6% | -8.2% |
| 1Y | -8.0% | -18.5% | +10.5% | -8.1% |
| 3Y | +62.1% | +119.1% | -57.0% | +53.6% |
| 5Y | +55.7% | +206.9% | -151.2% | +33.9% |
| All | +55.7% | +206.7% | -151.0% | +33.9% |
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