-28.6%
U vs FN
+370.6%
-399.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -14.2% | +29.2% | +19.5% |
| 7D | +24.3% | -16.0% | +40.2% | +29.4% |
| 30D | +8.6% | -40.1% | +48.7% | +26.2% |
| 3M | +37.6% | -43.9% | +81.5% | +60.2% |
| 6M | +78.5% | -55.6% | +134.1% | +117.1% |
| YTD | +10.5% | -35.7% | +46.1% | +9.9% |
| 1Y | +15.2% | -39.8% | +55.0% | +17.5% |
| 3Y | +76.6% | +80.3% | -3.7% | -3.0% |
| 5Y | -67.9% | +143.3% | -211.2% | -86.6% |
| All | -28.6% | +370.6% | -399.2% | -81.3% |
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