+3.5%
XYZ vs FN
-34.9%
+38.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.0% | +21.3% | +14.8% |
| 7D | +16.5% | -7.0% | +23.5% | +16.2% |
| 30D | +15.0% | -24.7% | +39.7% | +14.2% |
| 3M | +3.5% | -35.7% | +39.2% | +2.1% |
| All | +3.5% | -34.9% | +38.5% | +2.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling