+772.8%
TEAM vs FN
+1,192.9%
-420.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -14.2% | +10.8% | -0.6% |
| 7D | -10.2% | -16.0% | +5.8% | -7.4% |
| 30D | -5.5% | -40.1% | +34.6% | +3.8% |
| 3M | +61.7% | -43.9% | +105.6% | +77.6% |
| 6M | +98.5% | -55.6% | +154.1% | +122.1% |
| YTD | +13.0% | -35.7% | +48.7% | +10.1% |
| 1Y | +13.5% | -39.8% | +53.4% | +11.6% |
| 3Y | +3.6% | +80.3% | -76.7% | -33.7% |
| 5Y | -58.4% | +143.3% | -201.7% | -76.6% |
| 10Y | +581.4% | +682.3% | -100.9% | +173.1% |
| All | +772.8% | +1,192.9% | -420.1% | +211.7% |
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