+199.9%
TER vs FN
+17.1%
+182.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.3% | +3.6% |
| 7D | +0.6% | -1.7% | +2.3% | +1.7% |
| 30D | -8.3% | -22.0% | +13.7% | +5.1% |
| 3M | -12.2% | -43.0% | +30.8% | +19.8% |
| 6M | +17.1% | -27.7% | +44.8% | +37.8% |
| YTD | +84.7% | -10.5% | +95.2% | +90.0% |
| 1Y | +199.9% | +12.5% | +187.4% | +151.2% |
| All | +199.9% | +17.1% | +182.8% | +151.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling