+487.8%
FN vs ALC
+31.8%
+456.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +12.4% |
| 7D | 0.0% | +4.9% | -4.9% | -2.3% |
| 30D | -34.3% | +19.0% | -53.3% | -39.3% |
| 3M | -39.9% | +7.8% | -47.6% | -42.6% |
| 6M | -51.8% | +14.6% | -66.4% | -55.8% |
| YTD | -28.1% | -4.4% | -23.7% | -28.8% |
| 1Y | -29.1% | +1.4% | -30.5% | -31.9% |
| 3Y | +102.4% | +2.5% | +99.9% | +87.1% |
| 5Y | +171.7% | -10.9% | +182.6% | +165.1% |
| All | +487.8% | +31.8% | +456.0% | +353.5% |
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