+2,462.7%
V vs FN
+3,020.0%
-557.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +4.6% |
| 7D | +9.0% | -7.0% | +16.0% | +9.7% |
| 30D | +18.1% | -24.7% | +42.8% | +21.7% |
| 3M | +18.3% | -35.7% | +54.0% | +23.6% |
| 6M | +34.1% | -52.4% | +86.5% | +43.9% |
| YTD | +25.2% | -25.0% | +50.2% | +23.0% |
| 1Y | +29.3% | -25.7% | +55.0% | +26.5% |
| 3Y | +83.4% | +110.2% | -26.9% | +42.1% |
| 5Y | +117.2% | +192.3% | -75.2% | +54.1% |
| 10Y | +483.0% | +812.3% | -329.3% | +230.0% |
| All | +2,462.7% | +3,020.0% | -557.3% | +1,112.0% |
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