+760.1%
COST vs FN
+700.1%
+60.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +1.8% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +12.8% | -16.5% | +29.3% | +13.8% |
| 3M | +15.2% | -42.1% | +57.3% | +19.3% |
| 6M | +7.4% | -52.9% | +60.3% | +12.6% |
| YTD | +29.0% | -28.0% | +57.0% | +27.5% |
| 1Y | +20.3% | -18.5% | +38.8% | +16.8% |
| 3Y | +99.0% | +93.9% | +5.1% | +64.2% |
| 5Y | +125.7% | +170.5% | -44.8% | +72.1% |
| All | +760.1% | +700.1% | +60.0% | +470.9% |
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