+520.9%
COR vs FN
+753.0%
-232.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.5% |
| 7D | +0.8% | 0.0% | +0.9% | +0.7% |
| 30D | +5.1% | -34.3% | +39.5% | +7.5% |
| 3M | +2.8% | -39.9% | +42.7% | +5.3% |
| 6M | +32.5% | -51.8% | +84.4% | +37.0% |
| YTD | -0.7% | -28.1% | +27.5% | -1.6% |
| 1Y | -6.7% | -29.1% | +22.4% | -7.7% |
| 3Y | +73.7% | +102.4% | -28.7% | +47.8% |
| 5Y | +177.9% | +171.7% | +6.2% | +118.8% |
| All | +520.9% | +753.0% | -232.1% | +308.0% |
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