+13.2%
W vs FN
-33.3%
+46.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -3.4% |
| 7D | -3.6% | 0.0% | -3.5% | -4.1% |
| 30D | +7.0% | -34.3% | +41.3% | +14.6% |
| 3M | +7.4% | -39.9% | +47.2% | +16.0% |
| 6M | +69.3% | -51.8% | +121.1% | +85.1% |
| YTD | +11.3% | -28.1% | +39.4% | +7.7% |
| 1Y | +13.2% | -29.1% | +42.3% | +9.5% |
| All | +13.2% | -33.3% | +46.5% | +9.5% |
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