+3,759.0%
FIX vs FN
+850.1%
+2,909.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.8% | +2.6% |
| 7D | +6.4% | +8.0% | -1.6% | +3.1% |
| 30D | -29.1% | -19.1% | -9.9% | -22.9% |
| 3M | -31.1% | -29.8% | -1.3% | -21.5% |
| 6M | -42.8% | -43.2% | +0.4% | -30.6% |
| YTD | +24.6% | -18.9% | +43.6% | +29.2% |
| 1Y | +21.9% | -17.9% | +39.8% | +25.8% |
| 3Y | +524.9% | +120.1% | +404.8% | +343.1% |
| 5Y | +1,092.2% | +206.7% | +885.5% | +627.2% |
| 10Y | +3,759.0% | +804.7% | +2,954.4% | +1,645.5% |
| All | +3,759.0% | +850.1% | +2,909.0% | +1,645.5% |
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