+152.5%
EXC vs FN
+900.0%
-747.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.3% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | -3.7% | -22.0% | +18.3% | -2.5% |
| 3M | -1.3% | -43.0% | +41.7% | +1.6% |
| 6M | -9.7% | -27.7% | +18.0% | -9.2% |
| YTD | +2.9% | -10.5% | +13.4% | +1.4% |
| 1Y | +4.4% | +12.5% | -8.1% | +0.5% |
| 3Y | +22.2% | +153.8% | -131.6% | +3.1% |
| 5Y | +46.7% | +288.0% | -241.3% | +12.6% |
| All | +152.5% | +900.0% | -747.5% | +64.9% |
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