+227.6%
W vs FN
+2,249.7%
-2,022.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -6.0% | +17.0% | +13.3% |
| 7D | +8.4% | -7.0% | +15.4% | +10.1% |
| 30D | +16.5% | -24.7% | +41.2% | +27.3% |
| 3M | +6.4% | -35.7% | +42.1% | +20.9% |
| 6M | +90.5% | -52.4% | +142.9% | +135.7% |
| YTD | +23.1% | -25.0% | +48.0% | +19.6% |
| 1Y | +24.3% | -25.7% | +49.9% | +19.3% |
| 3Y | +149.0% | +110.2% | +38.8% | +35.1% |
| 5Y | -51.7% | +192.3% | -244.0% | -78.2% |
| 10Y | +280.1% | +812.3% | -532.2% | +10.4% |
| All | +227.6% | +2,249.7% | -2,022.1% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling