+331.5%
T vs FN
+3,620.5%
-3,289.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.1% |
| 7D | -1.3% | -1.7% | +0.4% | -1.2% |
| 30D | +11.4% | -22.0% | +33.3% | +12.5% |
| 3M | +14.3% | -43.0% | +57.3% | +17.0% |
| 6M | -9.3% | -27.7% | +18.5% | -8.8% |
| YTD | +7.1% | -10.5% | +17.6% | +5.8% |
| 1Y | -9.1% | +12.5% | -21.6% | -11.9% |
| 3Y | +105.3% | +153.8% | -48.5% | +80.7% |
| 5Y | +66.8% | +288.0% | -221.2% | +38.6% |
| 10Y | +66.8% | +906.4% | -839.6% | +25.0% |
| All | +331.5% | +3,620.5% | -3,289.1% | +198.8% |
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