+52.7%
TE vs FN
+117.1%
-64.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.9% | -14.8% | -9.7% |
| 7D | -10.5% | +16.3% | -26.8% | -18.5% |
| 30D | -32.4% | -24.7% | -7.7% | -21.5% |
| 3M | -60.9% | -34.9% | -25.9% | -52.0% |
| 6M | -62.8% | -41.1% | -21.7% | -51.8% |
| YTD | -65.7% | -19.6% | -46.1% | -64.3% |
| 1Y | -39.9% | -18.5% | -21.4% | -37.5% |
| All | +52.7% | +117.1% | -64.4% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling