+794.1%
FN vs AGI
+335.7%
+458.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.3% | +0.6% | -4.3% |
| 7D | -4.1% | +13.9% | -18.0% | -5.2% |
| 30D | -28.3% | -6.2% | -22.1% | -27.9% |
| 3M | -33.9% | -6.9% | -26.9% | -33.5% |
| 6M | -43.9% | -28.7% | -15.2% | -42.6% |
| YTD | -23.4% | -19.8% | -3.7% | -22.4% |
| 1Y | -25.4% | -4.8% | -20.6% | -25.3% |
| 3Y | +107.9% | +144.3% | -36.4% | +96.8% |
| 5Y | +195.1% | +277.2% | -82.1% | +173.3% |
| 10Y | +794.1% | +365.9% | +428.2% | +743.7% |
| All | +794.1% | +335.7% | +458.4% | +743.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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