+77.6%
V vs FN
+80.0%
-2.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.0% | -3.0% |
| 7D | +2.9% | -16.0% | +18.9% | +3.1% |
| 30D | +14.0% | -40.1% | +54.1% | +14.8% |
| 3M | +14.9% | -43.9% | +58.8% | +15.7% |
| 6M | +31.7% | -55.6% | +87.4% | +33.4% |
| YTD | +21.2% | -35.7% | +56.9% | +19.4% |
| 1Y | +25.3% | -39.8% | +65.1% | +23.7% |
| All | +77.6% | +80.0% | -2.5% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling