+81.1%
F vs FN
+663.9%
-582.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | +1.7% |
| 7D | +1.4% | -16.0% | +17.4% | +4.2% |
| 30D | +2.0% | -40.1% | +42.1% | +11.8% |
| 3M | -10.4% | -43.9% | +33.5% | -1.6% |
| 6M | +9.7% | -55.6% | +65.3% | +24.6% |
| YTD | -1.2% | -35.7% | +34.5% | +0.3% |
| 1Y | 0.0% | -39.8% | +39.9% | +2.3% |
| 3Y | +41.1% | +80.3% | -39.2% | -1.4% |
| 5Y | -11.4% | +143.3% | -154.7% | -45.9% |
| All | +81.1% | +663.9% | -582.8% | -16.5% |
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