+293.4%
C vs FN
+900.0%
-606.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | +3.6% | -1.7% | +5.3% | +4.0% |
| 30D | +0.1% | -22.0% | +22.0% | +4.8% |
| 3M | +2.4% | -43.0% | +45.4% | +13.9% |
| 6M | +24.9% | -27.7% | +52.7% | +28.4% |
| YTD | +19.8% | -10.5% | +30.3% | +15.3% |
| 1Y | +44.9% | +12.5% | +32.4% | +29.9% |
| 3Y | +263.0% | +153.8% | +109.2% | +143.1% |
| 5Y | +129.5% | +288.0% | -158.5% | +28.1% |
| All | +293.4% | +900.0% | -606.6% | +64.0% |
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