+186.7%
B vs FN
+753.0%
-566.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | -0.5% |
| 7D | +9.6% | 0.0% | +9.6% | +9.2% |
| 30D | +3.5% | -34.3% | +37.8% | +7.0% |
| 3M | -1.6% | -39.9% | +38.3% | +2.2% |
| 6M | -1.7% | -51.8% | +50.2% | +3.4% |
| YTD | -5.3% | -28.1% | +22.8% | -4.2% |
| 1Y | +27.2% | -29.1% | +56.3% | +28.7% |
| 3Y | +166.1% | +102.4% | +63.7% | +147.9% |
| 5Y | +136.5% | +171.7% | -35.2% | +115.3% |
| All | +186.7% | +753.0% | -566.4% | +152.7% |
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