-25.8%
TE vs FN
-25.7%
-0.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.0% | +2.4% | +0.2% |
| 7D | +3.8% | -7.0% | +10.8% | +8.0% |
| 30D | -26.2% | -24.7% | -1.5% | -12.6% |
| 3M | -49.7% | -35.7% | -14.1% | -36.6% |
| 6M | -46.5% | -52.4% | +5.9% | -20.3% |
| YTD | -59.1% | -25.0% | -34.2% | -59.5% |
| 1Y | -25.8% | -25.7% | -0.1% | -27.8% |
| All | -25.8% | -25.7% | -0.1% | -27.8% |
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 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