-63.1%
W vs FN
+289.0%
-352.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.3% |
| 7D | -4.2% | -1.7% | -2.5% | -3.5% |
| 30D | -7.6% | -22.0% | +14.4% | +0.3% |
| 3M | +37.2% | -43.0% | +80.2% | +65.8% |
| 6M | +26.3% | -27.7% | +54.1% | +32.0% |
| YTD | -1.0% | -10.5% | +9.5% | -8.8% |
| 1Y | +20.1% | +12.5% | +7.6% | -3.5% |
| 3Y | +37.8% | +153.8% | -116.0% | -37.8% |
| All | -63.1% | +289.0% | -352.2% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling