-63.9%
XYZ vs FN
+170.4%
-234.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -9.9% | -1.2% |
| 7D | +12.1% | 0.0% | +12.2% | +11.0% |
| 30D | +12.4% | -34.3% | +46.7% | +23.3% |
| 3M | +8.2% | -39.9% | +48.0% | +19.6% |
| 6M | +20.7% | -51.8% | +72.5% | +37.8% |
| YTD | +31.3% | -28.1% | +59.5% | +25.1% |
| 1Y | +20.5% | -29.1% | +49.6% | +14.2% |
| 3Y | +72.6% | +102.4% | -29.8% | -8.5% |
| All | -63.9% | +170.4% | -234.3% | -87.2% |
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