+50.4%
TER vs FN
+148.3%
-97.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.2% | -1.0% | -8.1% |
| 7D | -28.2% | -16.0% | -12.2% | -21.6% |
| 30D | -50.6% | -40.1% | -10.5% | -36.5% |
| 3M | -45.3% | -43.9% | -1.4% | -28.2% |
| 6M | -40.4% | -55.6% | +15.3% | -12.7% |
| YTD | +10.0% | -35.7% | +45.7% | +33.8% |
| 1Y | +13.6% | -39.8% | +53.5% | +41.5% |
| 3Y | +145.2% | +80.3% | +64.9% | +71.3% |
| 5Y | +50.4% | +143.3% | -92.9% | -17.4% |
| All | +50.4% | +148.3% | -97.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling