+3,549.7%
TER vs FN
+3,620.5%
-70.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.3% | +4.3% |
| 7D | +0.6% | -1.7% | +2.3% | +1.3% |
| 30D | -8.3% | -22.0% | +13.7% | +0.2% |
| 3M | -12.2% | -43.0% | +30.8% | +8.2% |
| 6M | +17.1% | -27.7% | +44.8% | +31.8% |
| YTD | +84.7% | -10.5% | +95.2% | +91.0% |
| 1Y | +199.9% | +12.5% | +187.4% | +186.7% |
| 3Y | +232.8% | +153.8% | +79.0% | +128.8% |
| 5Y | +198.6% | +288.0% | -89.4% | +74.0% |
| 10Y | +1,669.7% | +906.4% | +763.3% | +672.5% |
| All | +3,549.7% | +3,620.5% | -70.8% | +1,056.6% |
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