+493.6%
COR vs FN
+850.1%
-356.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.5% | 0.0% |
| 7D | -1.2% | +8.0% | -9.2% | -1.7% |
| 30D | +7.6% | -19.1% | +26.8% | +8.7% |
| 3M | +5.0% | -29.8% | +34.8% | +6.6% |
| 6M | +35.3% | -43.2% | +78.5% | +38.5% |
| YTD | +4.2% | -18.9% | +23.2% | +2.4% |
| 1Y | -3.4% | -17.9% | +14.4% | -5.5% |
| 3Y | +81.1% | +120.1% | -39.0% | +53.0% |
| 5Y | +195.8% | +206.7% | -10.9% | +129.4% |
| 10Y | +493.6% | +804.7% | -311.1% | +272.5% |
| All | +493.6% | +850.1% | -356.5% | +272.5% |
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