-84.3%
TE vs FN
+169.4%
-253.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.3% | +4.3% | +0.8% |
| 7D | -19.1% | +0.3% | -19.3% | -19.7% |
| 30D | -34.1% | -16.5% | -17.6% | -28.1% |
| 3M | -60.1% | -42.1% | -18.0% | -48.3% |
| 6M | -66.0% | -52.9% | -13.1% | -50.9% |
| YTD | -71.4% | -28.0% | -43.4% | -68.1% |
| 1Y | -45.3% | -18.5% | -26.8% | -42.4% |
| 3Y | +9.1% | +93.9% | -84.7% | -26.4% |
| All | -84.3% | +169.4% | -253.8% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling