+3.5%
W vs FN
-19.6%
+23.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | +0.7% |
| 7D | -7.4% | +8.0% | -15.4% | -8.7% |
| 30D | +7.8% | -19.1% | +27.0% | +11.3% |
| 3M | +10.9% | -29.8% | +40.7% | +16.4% |
| 6M | +86.4% | -43.2% | +129.6% | +97.9% |
| YTD | +14.0% | -18.9% | +32.9% | +7.5% |
| 1Y | +3.5% | -17.9% | +21.4% | -3.4% |
| All | +3.5% | -19.6% | +23.1% | -3.4% |
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