-53.2%
TE vs FN
+520.6%
-573.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | -0.1% |
| 7D | -4.0% | -1.7% | -2.3% | -3.2% |
| 30D | -15.9% | -22.0% | +6.1% | -7.7% |
| 3M | -60.5% | -43.0% | -17.5% | -49.3% |
| 6M | -35.2% | -27.7% | -7.5% | -27.3% |
| YTD | -31.1% | -10.5% | -20.6% | -29.9% |
| 1Y | +148.6% | +12.5% | +136.2% | +133.5% |
| 3Y | -26.4% | +153.8% | -180.2% | -49.0% |
| 5Y | -48.0% | +288.0% | -336.0% | -68.7% |
| All | -53.2% | +520.6% | -573.7% | -72.4% |
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 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