+43.8%
D vs FN
+663.9%
-620.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.1% | +0.1% |
| 7D | +6.9% | -16.0% | +22.9% | +7.2% |
| 30D | +12.3% | -40.1% | +52.4% | +13.4% |
| 3M | +3.0% | -43.9% | +46.9% | +4.1% |
| 6M | +12.8% | -55.6% | +68.4% | +14.4% |
| YTD | +22.6% | -35.7% | +58.2% | +22.5% |
| 1Y | +21.7% | -39.8% | +61.5% | +21.7% |
| 3Y | +83.9% | +80.3% | +3.7% | +71.7% |
| 5Y | +14.0% | +143.3% | -129.3% | +3.2% |
| All | +43.8% | +663.9% | -620.2% | +23.5% |
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