+557.6%
FN vs ALC
+32.2%
+525.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.8% |
| 7D | +16.3% | +2.1% | +14.2% | +15.0% |
| 30D | -24.7% | +17.2% | -42.0% | -30.0% |
| 3M | -34.9% | +4.6% | -39.6% | -37.1% |
| 6M | -41.1% | +20.1% | -61.2% | -47.2% |
| YTD | -19.6% | -4.2% | -15.4% | -20.4% |
| 1Y | -18.5% | +2.1% | -20.6% | -22.0% |
| 3Y | +119.1% | +4.5% | +114.7% | +100.6% |
| 5Y | +206.9% | -12.3% | +219.3% | +202.4% |
| All | +557.6% | +32.2% | +525.4% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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