-57.9%
AUR vs FN
+286.7%
-344.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -0.2% |
| 7D | -4.5% | +0.3% | -4.8% | -4.8% |
| 30D | -16.6% | -16.5% | -0.1% | -11.5% |
| 3M | -38.5% | -42.1% | +3.7% | -25.0% |
| 6M | -49.9% | -52.9% | +3.0% | -35.2% |
| YTD | +9.6% | -28.0% | +37.6% | +14.5% |
| 1Y | +1.2% | -18.5% | +19.7% | -0.5% |
| 3Y | +128.8% | +93.9% | +34.9% | +39.7% |
| 5Y | -57.9% | +170.5% | -228.4% | -81.0% |
| All | -57.9% | +286.7% | -344.6% | -81.0% |
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