-73.3%
U vs FN
+169.4%
-242.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.3% | +12.5% | +7.5% |
| 7D | +2.6% | +0.3% | +2.3% | +1.8% |
| 30D | +27.6% | -16.5% | +44.1% | +31.7% |
| 3M | +15.3% | -42.1% | +57.4% | +32.2% |
| 6M | +96.4% | -52.9% | +149.3% | +134.3% |
| YTD | +19.6% | -28.0% | +47.5% | +13.4% |
| 1Y | +42.1% | -18.5% | +60.6% | +27.1% |
| 3Y | +87.5% | +93.9% | -6.3% | -2.0% |
| All | -73.3% | +169.4% | -242.7% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling