-11.4%
TEAM vs FN
+101.0%
-112.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +11.7% | -27.8% | -16.7% |
| 7D | -19.8% | 0.0% | -19.8% | -19.9% |
| 30D | -21.5% | -34.3% | +12.8% | -20.0% |
| 3M | +39.5% | -39.9% | +79.4% | +42.6% |
| 6M | +73.1% | -51.8% | +124.9% | +78.7% |
| YTD | -5.2% | -28.1% | +22.9% | -9.8% |
| 1Y | -1.6% | -29.1% | +27.5% | -6.7% |
| 3Y | -11.4% | +102.4% | -113.9% | -45.5% |
| All | -11.4% | +101.0% | -112.5% | -45.5% |
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