+906.2%
FN vs ACWI
+228.2%
+678.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | -1.7% | +0.5% | -2.2% | -2.4% |
| 30D | -22.0% | +0.9% | -22.9% | -22.6% |
| 3M | -43.0% | +2.4% | -45.4% | -44.0% |
| 6M | -27.7% | +12.4% | -40.1% | -36.8% |
| YTD | -10.5% | +15.2% | -25.7% | -23.9% |
| 1Y | +12.5% | +22.7% | -10.2% | -11.0% |
| 3Y | +153.8% | +75.8% | +78.0% | +35.6% |
| 5Y | +288.0% | +67.7% | +220.3% | +120.3% |
| All | +906.2% | +228.2% | +678.0% | +144.4% |
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