+158.7%
CI vs FN
+753.0%
-594.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.7% | -14.3% | -3.4% |
| 7D | -1.6% | 0.0% | -1.5% | -1.8% |
| 30D | +5.4% | -34.3% | +39.7% | +8.4% |
| 3M | +7.3% | -39.9% | +47.1% | +10.6% |
| 6M | +5.3% | -51.8% | +57.1% | +9.8% |
| YTD | +8.5% | -28.1% | +36.6% | +7.5% |
| 1Y | +17.1% | -29.1% | +46.2% | +15.8% |
| 3Y | +1.4% | +102.4% | -101.0% | -17.1% |
| 5Y | +50.5% | +171.7% | -121.2% | +12.4% |
| All | +158.7% | +753.0% | -594.3% | +55.9% |
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