+41.6%
D vs FN
+753.0%
-711.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.2% | -1.7% |
| 7D | +3.0% | 0.0% | +3.0% | +2.9% |
| 30D | +11.5% | -34.3% | +45.8% | +12.4% |
| 3M | +3.7% | -39.9% | +43.6% | +4.7% |
| 6M | +13.5% | -51.8% | +65.4% | +15.0% |
| YTD | +20.7% | -28.1% | +48.9% | +20.4% |
| 1Y | +18.2% | -29.1% | +47.3% | +17.8% |
| 3Y | +73.3% | +102.4% | -29.1% | +61.4% |
| 5Y | +12.3% | +171.7% | -159.4% | +1.5% |
| All | +41.6% | +753.0% | -711.4% | +21.4% |
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