+392.7%
TPR vs FN
+3,020.0%
-2,627.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +4.9% |
| 7D | +12.6% | -7.0% | +19.6% | +13.8% |
| 30D | +7.1% | -24.7% | +31.9% | +12.9% |
| 3M | -19.4% | -35.7% | +16.3% | -13.2% |
| 6M | -9.7% | -52.4% | +42.7% | +2.0% |
| YTD | -1.0% | -25.0% | +24.0% | -1.8% |
| 1Y | +19.3% | -25.7% | +45.0% | +18.0% |
| 3Y | +379.0% | +110.2% | +268.7% | +248.9% |
| 5Y | +239.1% | +192.3% | +46.7% | +121.7% |
| 10Y | +364.0% | +812.3% | -448.3% | +135.0% |
| All | +392.7% | +3,020.0% | -2,627.3% | +79.6% |
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