-54.0%
W vs FN
+148.3%
-202.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -14.2% | +6.0% | -2.9% |
| 7D | -5.6% | -16.0% | +10.4% | -0.3% |
| 30D | +7.5% | -40.1% | +47.6% | +28.1% |
| 3M | +5.4% | -43.9% | +49.3% | +25.6% |
| 6M | +79.4% | -55.6% | +135.0% | +126.5% |
| YTD | +12.9% | -35.7% | +48.6% | +14.1% |
| 1Y | +12.4% | -39.8% | +52.2% | +15.4% |
| 3Y | +128.5% | +80.3% | +48.2% | +12.2% |
| 5Y | -54.0% | +143.3% | -197.2% | -85.2% |
| All | -54.0% | +148.3% | -202.2% | -85.2% |
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