+102.6%
V vs FN
+148.3%
-45.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.0% | -2.4% |
| 7D | +2.9% | -16.0% | +18.9% | +3.8% |
| 30D | +14.0% | -40.1% | +54.1% | +17.4% |
| 3M | +14.9% | -43.9% | +58.8% | +18.3% |
| 6M | +31.7% | -55.6% | +87.4% | +37.2% |
| YTD | +21.2% | -35.7% | +56.9% | +19.7% |
| 1Y | +25.3% | -39.8% | +65.1% | +24.3% |
| 3Y | +77.5% | +80.3% | -2.8% | +40.4% |
| 5Y | +102.6% | +143.3% | -40.7% | +34.1% |
| All | +102.6% | +148.3% | -45.7% | +34.1% |
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