+99.1%
V vs FN
+170.4%
-71.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.6% | -0.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.0% |
| 30D | +13.6% | -34.3% | +47.9% | +16.3% |
| 3M | +14.3% | -39.9% | +54.2% | +17.3% |
| 6M | +33.1% | -51.8% | +84.9% | +38.0% |
| YTD | +21.2% | -28.1% | +49.4% | +18.9% |
| 1Y | +26.4% | -29.1% | +55.5% | +23.7% |
| 3Y | +77.6% | +102.4% | -24.9% | +39.3% |
| All | +99.1% | +170.4% | -71.3% | +30.8% |
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