+5,892.0%
FIX vs FN
+900.0%
+4,992.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.7% |
| 7D | +6.0% | -1.7% | +7.7% | +6.7% |
| 30D | -7.2% | -22.0% | +14.7% | +1.2% |
| 3M | -15.9% | -43.0% | +27.2% | +2.5% |
| 6M | +12.7% | -27.7% | +40.5% | +23.4% |
| YTD | +72.8% | -10.5% | +83.3% | +72.6% |
| 1Y | +122.9% | +12.5% | +110.4% | +104.5% |
| 3Y | +774.3% | +153.8% | +620.5% | +491.2% |
| 5Y | +2,049.5% | +288.0% | +1,761.5% | +1,118.3% |
| All | +5,892.0% | +900.0% | +4,992.0% | +2,539.3% |
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