+270.7%
T vs FN
+2,575.5%
-2,304.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.2% | +14.2% | +0.6% |
| 7D | +4.3% | -16.0% | +20.3% | +5.0% |
| 30D | -9.7% | -40.1% | +30.4% | -7.8% |
| 3M | -4.3% | -43.9% | +39.6% | -2.2% |
| 6M | -13.7% | -55.6% | +42.0% | -11.1% |
| YTD | -8.0% | -35.7% | +27.7% | -8.0% |
| 1Y | -6.9% | -39.8% | +32.9% | -6.8% |
| 3Y | +59.7% | +80.3% | -20.5% | +42.5% |
| 5Y | +53.4% | +143.3% | -89.9% | +30.8% |
| 10Y | +58.2% | +682.3% | -624.1% | +19.4% |
| All | +270.7% | +2,575.5% | -2,304.8% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling