+405.7%
COR vs FN
+900.0%
-494.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.1% |
| 7D | +2.8% | -1.7% | +4.4% | +2.9% |
| 30D | +4.5% | -22.0% | +26.5% | +5.9% |
| 3M | +22.7% | -43.0% | +65.7% | +26.8% |
| 6M | -9.7% | -27.7% | +18.0% | -9.4% |
| YTD | -1.4% | -10.5% | +9.1% | -3.3% |
| 1Y | +13.9% | +12.5% | +1.4% | +9.0% |
| 3Y | +94.0% | +153.8% | -59.8% | +61.4% |
| 5Y | +184.0% | +288.0% | -104.0% | +112.5% |
| All | +405.7% | +900.0% | -494.3% | +206.5% |
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