+172.1%
EXC vs FN
+753.0%
-580.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.6% | -2.5% |
| 7D | -1.2% | 0.0% | -1.1% | -1.4% |
| 30D | +10.0% | -34.3% | +44.3% | +12.2% |
| 3M | +1.6% | -39.9% | +41.5% | +3.9% |
| 6M | +3.3% | -51.8% | +55.1% | +6.5% |
| YTD | +7.6% | -28.1% | +35.7% | +6.8% |
| 1Y | +3.5% | -29.1% | +32.5% | +2.6% |
| 3Y | +27.7% | +102.4% | -74.8% | +9.2% |
| 5Y | +41.1% | +171.7% | -130.5% | +12.4% |
| All | +172.1% | +753.0% | -580.9% | +86.2% |
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