+223.5%
C vs FN
+753.0%
-529.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.2% | -2.0% |
| 7D | -2.4% | 0.0% | -2.3% | -3.0% |
| 30D | -6.0% | -34.3% | +28.3% | +2.1% |
| 3M | -10.5% | -39.9% | +29.3% | -2.1% |
| 6M | -5.7% | -51.8% | +46.1% | +6.3% |
| YTD | +4.1% | -28.1% | +32.3% | +3.6% |
| 1Y | +20.5% | -29.1% | +49.6% | +19.5% |
| 3Y | +208.1% | +102.4% | +105.7% | +113.8% |
| 5Y | +110.4% | +171.7% | -61.2% | +27.1% |
| All | +223.5% | +753.0% | -529.5% | +43.4% |
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