+533.2%
XYZ vs FN
+1,670.5%
-1,137.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | -1.7% | -22.0% | +20.3% | +4.5% |
| 3M | +16.7% | -43.0% | +59.7% | +34.4% |
| 6M | +26.9% | -27.7% | +54.6% | +29.8% |
| YTD | +27.1% | -10.5% | +37.7% | +17.6% |
| 1Y | +9.3% | +12.5% | -3.2% | -8.5% |
| 3Y | +42.3% | +153.8% | -111.5% | -22.1% |
| 5Y | -69.3% | +288.0% | -357.3% | -86.5% |
| 10Y | +586.8% | +906.4% | -319.6% | +114.7% |
| All | +533.2% | +1,670.5% | -1,137.3% | +85.3% |
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 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