+602.0%
COST vs FN
+882.3%
-280.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -3.2% | +3.5% | -6.7% | -3.5% |
| 30D | -4.0% | -26.0% | +22.0% | -1.7% |
| 3M | -6.5% | -33.3% | +26.8% | -3.8% |
| 6M | -8.5% | -14.9% | +6.4% | -9.3% |
| YTD | +6.0% | -8.6% | +14.6% | +3.5% |
| 1Y | -5.8% | +12.3% | -18.1% | -10.9% |
| 3Y | +71.8% | +174.4% | -102.6% | +37.6% |
| 5Y | +106.2% | +296.4% | -190.2% | +52.3% |
| 10Y | +602.0% | +890.0% | -288.0% | +349.1% |
| All | +602.0% | +882.3% | -280.3% | +349.1% |
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