+185.1%
B vs FN
+663.9%
-478.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.8% | +1.8% |
| 7D | +4.3% | -16.0% | +20.3% | +5.6% |
| 30D | -0.9% | -40.1% | +39.2% | +3.3% |
| 3M | -1.4% | -43.9% | +42.5% | +3.1% |
| 6M | +5.0% | -55.6% | +60.7% | +11.3% |
| YTD | -5.8% | -35.7% | +29.8% | -3.7% |
| 1Y | +25.6% | -39.8% | +65.4% | +28.8% |
| 3Y | +161.6% | +80.3% | +81.3% | +146.2% |
| 5Y | +135.2% | +143.3% | -8.1% | +116.3% |
| All | +185.1% | +663.9% | -478.8% | +153.9% |
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