-0.2%
W vs FN
-21.9%
+21.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.9% |
| 7D | -1.7% | +20.8% | -22.4% | -4.9% |
| 30D | +3.2% | -17.3% | +20.5% | +6.1% |
| 3M | +8.3% | -38.1% | +46.4% | +16.8% |
| 6M | +84.3% | -44.2% | +128.5% | +96.1% |
| YTD | +11.0% | -22.3% | +33.3% | +5.4% |
| 1Y | -0.2% | -20.9% | +20.7% | -7.0% |
| All | -0.2% | -21.9% | +21.7% | -7.0% |
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 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