+54.6%
TER vs FN
+170.4%
-115.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.1% | -3.2% |
| 7D | -20.5% | 0.0% | -20.4% | -20.7% |
| 30D | -47.0% | -34.3% | -12.7% | -35.2% |
| 3M | -43.3% | -39.9% | -3.4% | -28.2% |
| 6M | -42.9% | -51.8% | +8.9% | -20.2% |
| YTD | +12.9% | -28.1% | +41.0% | +29.5% |
| 1Y | +18.2% | -29.1% | +47.2% | +35.7% |
| 3Y | +151.8% | +102.4% | +49.3% | +65.6% |
| All | +54.6% | +170.4% | -115.8% | -19.7% |
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 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