+3,459.3%
FIX vs FN
+663.9%
+2,795.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -14.2% | +2.7% | -5.8% |
| 7D | -27.2% | -16.0% | -11.3% | -21.7% |
| 30D | -46.9% | -40.1% | -6.8% | -34.9% |
| 3M | -44.4% | -43.9% | -0.5% | -30.8% |
| 6M | -50.9% | -55.6% | +4.7% | -34.2% |
| YTD | +3.5% | -35.7% | +39.2% | +17.9% |
| 1Y | -2.1% | -39.8% | +37.7% | +14.2% |
| 3Y | +418.7% | +80.3% | +338.5% | +300.8% |
| 5Y | +894.6% | +143.3% | +751.3% | +568.7% |
| All | +3,459.3% | +663.9% | +2,795.4% | +1,674.7% |
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