+72.2%
V vs FN
+289.0%
-216.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.2% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | +2.0% | -22.0% | +23.9% | +3.4% |
| 3M | +17.4% | -43.0% | +60.4% | +21.5% |
| 6M | +17.5% | -27.7% | +45.2% | +17.8% |
| YTD | +7.6% | -10.5% | +18.1% | +4.7% |
| 1Y | +7.7% | +12.5% | -4.8% | +1.2% |
| 3Y | +54.7% | +153.8% | -99.1% | +21.1% |
| All | +72.2% | +289.0% | -216.9% | +16.2% |
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