+366.5%
ALL vs FN
+900.0%
-533.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.5% | -1.5% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -1.5% | -22.0% | +20.5% | -0.3% |
| 3M | +23.6% | -43.0% | +66.6% | +27.2% |
| 6M | +22.3% | -27.7% | +50.1% | +22.7% |
| YTD | +26.5% | -10.5% | +37.0% | +23.8% |
| 1Y | +27.0% | +12.5% | +14.5% | +20.8% |
| 3Y | +149.6% | +153.8% | -4.2% | +105.3% |
| 5Y | +118.1% | +288.0% | -169.9% | +62.6% |
| All | +366.5% | +900.0% | -533.5% | +194.7% |
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