+34.5%
D vs FN
+900.0%
-865.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.5% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | -3.6% | -22.0% | +18.4% | -3.0% |
| 3M | -1.0% | -43.0% | +42.0% | +0.3% |
| 6M | +6.3% | -27.7% | +34.0% | +6.6% |
| YTD | +14.7% | -10.5% | +25.2% | +14.0% |
| 1Y | +16.9% | +12.5% | +4.4% | +15.0% |
| 3Y | +56.8% | +153.8% | -97.0% | +44.9% |
| 5Y | +5.2% | +288.0% | -282.8% | -6.6% |
| All | +34.5% | +900.0% | -865.5% | +10.9% |
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