+743.6%
FN vs ACWI
+219.0%
+524.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | 0.0% | -2.4% | +2.3% | +3.8% |
| 30D | -34.3% | -5.2% | -29.1% | -28.5% |
| 3M | -39.9% | -4.8% | -35.0% | -34.6% |
| 6M | -51.8% | -1.3% | -50.5% | -49.5% |
| YTD | -28.1% | +8.4% | -36.5% | -32.7% |
| 1Y | -29.1% | +11.0% | -40.1% | -35.1% |
| 3Y | +102.4% | +70.6% | +31.9% | +15.2% |
| 5Y | +171.7% | +55.3% | +116.3% | +73.4% |
| All | +743.6% | +219.0% | +524.5% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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