+14.8%
AGG vs FN
+882.3%
-867.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.1% |
| 7D | +0.1% | +3.5% | -3.4% | +0.1% |
| 30D | -0.4% | -26.0% | +25.6% | -0.2% |
| 3M | -0.3% | -33.3% | +33.0% | -0.1% |
| 6M | -1.2% | -14.9% | +13.7% | -1.2% |
| YTD | -0.4% | -8.6% | +8.2% | -0.5% |
| 1Y | +0.4% | +12.3% | -11.9% | +0.1% |
| 3Y | +13.4% | +174.4% | -161.0% | +12.0% |
| 5Y | -1.4% | +296.4% | -297.8% | -3.0% |
| 10Y | +14.8% | +890.0% | -875.2% | +13.0% |
| All | +14.8% | +882.3% | -867.5% | +13.0% |
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