-7.9%
TEAM vs FN
+158.4%
-166.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.8% | -2.8% |
| 7D | -0.4% | -1.7% | +1.2% | -0.3% |
| 30D | +67.3% | -22.0% | +89.3% | +69.3% |
| 3M | +86.8% | -43.0% | +129.8% | +93.5% |
| 6M | +146.8% | -27.7% | +174.6% | +145.3% |
| YTD | +16.9% | -10.5% | +27.4% | +10.2% |
| 1Y | +12.8% | +12.5% | +0.3% | -0.2% |
| All | -7.9% | +158.4% | -166.3% | -42.9% |
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