+16.5%
AGG vs FN
+772.0%
-755.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.7% |
| 7D | -0.1% | -4.1% | +4.0% | -0.1% |
| 30D | +1.4% | -28.3% | +29.7% | +1.6% |
| 3M | -0.7% | -33.9% | +33.2% | -0.5% |
| 6M | -1.7% | -43.9% | +42.3% | -1.4% |
| YTD | -1.1% | -23.4% | +22.4% | -1.1% |
| 1Y | -0.7% | -25.4% | +24.7% | -0.7% |
| 3Y | +14.2% | +107.9% | -93.7% | +12.9% |
| 5Y | -1.4% | +195.1% | -196.5% | -2.8% |
| 10Y | +16.5% | +794.1% | -777.6% | +14.9% |
| All | +16.5% | +772.0% | -755.5% | +14.9% |
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