+587.7%
XYZ vs FN
+663.9%
-76.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.1% | +0.2% |
| 7D | +9.2% | -16.0% | +25.2% | +13.8% |
| 30D | +9.8% | -40.1% | +49.9% | +26.2% |
| 3M | -0.2% | -43.9% | +43.7% | +14.6% |
| 6M | +18.0% | -55.6% | +73.6% | +40.8% |
| YTD | +29.1% | -35.7% | +64.8% | +28.0% |
| 1Y | +14.1% | -39.8% | +53.9% | +15.0% |
| 3Y | +72.6% | +80.3% | -7.6% | -1.7% |
| 5Y | -64.6% | +143.3% | -207.9% | -83.3% |
| All | +587.7% | +663.9% | -76.2% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling