+79.8%
F vs FN
+753.0%
-673.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.7% | -12.4% | -3.0% |
| 7D | +1.6% | 0.0% | +1.6% | +0.7% |
| 30D | +2.6% | -34.3% | +37.0% | +10.3% |
| 3M | -8.8% | -39.9% | +31.0% | -1.3% |
| 6M | +4.6% | -51.8% | +56.5% | +16.8% |
| YTD | -1.9% | -28.1% | +26.3% | -2.8% |
| 1Y | -0.8% | -29.1% | +28.3% | -2.1% |
| 3Y | +43.5% | +102.4% | -59.0% | -2.2% |
| 5Y | -12.1% | +171.7% | -183.7% | -47.5% |
| All | +79.8% | +753.0% | -673.2% | -19.0% |
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