+181.4%
COR vs FN
+170.4%
+11.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -1.7% |
| 7D | +0.8% | 0.0% | +0.9% | +0.9% |
| 30D | +5.1% | -34.3% | +39.5% | +4.9% |
| 3M | +2.8% | -39.9% | +42.7% | +2.6% |
| 6M | +32.5% | -51.8% | +84.4% | +32.5% |
| YTD | -0.7% | -28.1% | +27.5% | -1.5% |
| 1Y | -6.7% | -29.1% | +22.4% | -7.5% |
| 3Y | +73.7% | +102.4% | -28.7% | +68.4% |
| All | +181.4% | +170.4% | +11.0% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling