+16.7%
U vs FN
-24.2%
+41.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -1.5% |
| 7D | +24.4% | -4.1% | +28.4% | +24.5% |
| 30D | +7.4% | -28.3% | +35.7% | +12.0% |
| 3M | +16.8% | -33.9% | +50.7% | +21.8% |
| 6M | +78.8% | -43.9% | +122.7% | +87.0% |
| YTD | +14.0% | -23.4% | +37.4% | +2.8% |
| 1Y | +16.7% | -25.4% | +42.1% | +5.9% |
| All | +16.7% | -24.2% | +41.0% | +5.9% |
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