-35.9%
TE vs FN
-33.3%
-2.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.7% | -8.2% | -3.8% |
| 7D | -12.6% | 0.0% | -12.5% | -12.5% |
| 30D | -36.7% | -34.3% | -2.4% | -18.5% |
| 3M | -57.5% | -39.9% | -17.6% | -44.1% |
| 6M | -55.2% | -51.8% | -3.4% | -33.9% |
| YTD | -64.7% | -28.1% | -36.5% | -63.4% |
| 1Y | -35.9% | -29.1% | -6.8% | -34.6% |
| All | -35.9% | -33.3% | -2.6% | -34.6% |
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