+43.2%
TER vs FN
-25.7%
+68.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.0% | -0.8% | -3.3% |
| 7D | -19.9% | -7.0% | -12.9% | -16.6% |
| 30D | -43.5% | -24.7% | -18.8% | -33.9% |
| 3M | -37.8% | -35.7% | -2.1% | -21.0% |
| 6M | -25.6% | -52.4% | +26.8% | +9.8% |
| YTD | +29.8% | -25.0% | +54.8% | +48.3% |
| 1Y | +43.2% | -25.7% | +68.8% | +61.9% |
| All | +43.2% | -25.7% | +68.9% | +61.9% |
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 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