+2,465.7%
TER vs FN
+3,020.0%
-554.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.0% | -0.8% | -4.6% |
| 7D | -19.9% | -7.0% | -12.9% | -17.8% |
| 30D | -43.5% | -24.7% | -18.8% | -37.5% |
| 3M | -37.8% | -35.7% | -2.1% | -27.2% |
| 6M | -25.6% | -52.4% | +26.8% | -2.9% |
| YTD | +29.8% | -25.0% | +54.8% | +43.0% |
| 1Y | +43.2% | -25.7% | +68.8% | +57.9% |
| 3Y | +189.3% | +110.2% | +79.1% | +112.9% |
| 5Y | +76.9% | +192.3% | -115.4% | +13.8% |
| 10Y | +1,059.7% | +812.3% | +247.4% | +431.5% |
| All | +2,465.7% | +3,020.0% | -554.3% | +766.1% |
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