+197.7%
EXC vs FN
+772.0%
-574.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | 0.0% |
| 7D | +0.1% | -4.1% | +4.1% | +0.1% |
| 30D | +9.0% | -28.3% | +37.4% | +10.7% |
| 3M | +3.3% | -33.9% | +37.2% | +5.1% |
| 6M | +5.7% | -43.9% | +49.6% | +7.9% |
| YTD | +7.3% | -23.4% | +30.8% | +6.3% |
| 1Y | +2.9% | -25.4% | +28.3% | +1.8% |
| 3Y | +29.3% | +107.9% | -78.6% | +11.0% |
| 5Y | +40.1% | +195.1% | -155.0% | +11.0% |
| 10Y | +197.7% | +794.1% | -596.4% | +106.9% |
| All | +197.7% | +772.0% | -574.3% | +106.9% |
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