+492.2%
COR vs FN
+700.1%
-208.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -7.3% | +10.3% | +3.4% |
| 7D | +7.8% | +0.3% | +7.6% | +7.7% |
| 30D | +7.0% | -16.5% | +23.5% | +7.8% |
| 3M | +16.3% | -42.1% | +58.4% | +19.5% |
| 6M | +41.3% | -52.9% | +94.2% | +46.5% |
| YTD | +7.1% | -28.0% | +35.1% | +6.0% |
| 1Y | -0.8% | -18.5% | +17.7% | -3.1% |
| 3Y | +85.0% | +93.9% | -8.9% | +57.6% |
| 5Y | +203.9% | +170.5% | +33.4% | +137.8% |
| All | +492.2% | +700.1% | -208.0% | +274.0% |
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