+24.3%
W vs FN
-25.7%
+50.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.0% | +17.0% | +11.9% |
| 7D | +8.4% | -7.0% | +15.4% | +9.3% |
| 30D | +16.5% | -24.7% | +41.2% | +21.7% |
| 3M | +6.4% | -35.7% | +42.1% | +13.7% |
| 6M | +90.5% | -52.4% | +142.9% | +109.6% |
| YTD | +23.1% | -25.0% | +48.0% | +18.3% |
| 1Y | +24.3% | -25.7% | +49.9% | +19.1% |
| All | +24.3% | -25.7% | +50.0% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling