+36.1%
TPR vs FN
-33.3%
+69.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -1.9% |
| 7D | +14.2% | 0.0% | +14.2% | +13.7% |
| 30D | +17.1% | -34.3% | +51.4% | +21.9% |
| 3M | -17.7% | -39.9% | +22.1% | -14.1% |
| 6M | -10.2% | -51.8% | +41.7% | -3.2% |
| YTD | +4.9% | -28.1% | +33.1% | +0.1% |
| 1Y | +36.1% | -29.1% | +65.2% | +28.8% |
| All | +36.1% | -33.3% | +69.4% | +28.8% |
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