+95.6%
F vs FN
+900.0%
-804.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.7% | +0.8% |
| 7D | +5.3% | -1.7% | +7.0% | +5.7% |
| 30D | +4.6% | -22.0% | +26.6% | +9.1% |
| 3M | -3.7% | -43.0% | +39.3% | +6.3% |
| 6M | +16.8% | -27.7% | +44.6% | +20.0% |
| YTD | +15.3% | -10.5% | +25.8% | +11.3% |
| 1Y | +31.0% | +12.5% | +18.5% | +18.1% |
| 3Y | +45.4% | +153.8% | -108.4% | -3.7% |
| 5Y | +54.7% | +288.0% | -233.3% | -13.4% |
| All | +95.6% | +900.0% | -804.4% | -16.3% |
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