+66.3%
AA vs FN
+753.0%
-686.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.7% | -8.7% | -0.8% |
| 7D | +0.9% | 0.0% | +0.9% | -0.2% |
| 30D | -6.7% | -34.3% | +27.6% | +5.1% |
| 3M | -16.3% | -39.9% | +23.5% | -4.9% |
| 6M | -37.1% | -51.8% | +14.7% | -25.0% |
| YTD | -25.0% | -28.1% | +3.1% | -25.9% |
| 1Y | +8.6% | -29.1% | +37.7% | +7.2% |
| 3Y | +57.2% | +102.4% | -45.2% | -7.6% |
| 5Y | -13.0% | +171.7% | -184.7% | -57.0% |
| All | +66.3% | +753.0% | -686.7% | -46.0% |
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