+363.8%
ALL vs FN
+837.6%
-473.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.9% | -12.3% | -0.9% |
| 7D | -3.9% | +16.3% | -20.1% | -4.7% |
| 30D | +10.6% | -24.7% | +35.4% | +12.0% |
| 3M | -4.6% | -34.9% | +30.4% | -2.9% |
| 6M | +20.2% | -41.1% | +61.3% | +22.2% |
| YTD | +23.7% | -19.6% | +43.3% | +21.2% |
| 1Y | +27.9% | -18.5% | +46.4% | +24.8% |
| 3Y | +109.2% | +119.1% | -10.0% | +73.7% |
| 5Y | +148.0% | +206.9% | -59.0% | +89.6% |
| 10Y | +363.8% | +826.4% | -462.7% | +199.9% |
| All | +363.8% | +837.6% | -473.8% | +199.9% |
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