+743.6%
FN vs AR
+44.3%
+699.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.5% | +11.8% |
| 7D | 0.0% | -14.3% | +14.2% | +2.1% |
| 30D | -34.3% | +1.4% | -35.7% | -34.5% |
| 3M | -39.9% | +3.4% | -43.2% | -40.4% |
| 6M | -51.8% | -2.1% | -49.8% | -52.0% |
| YTD | -28.1% | +4.7% | -32.8% | -29.6% |
| 1Y | -29.1% | +10.6% | -39.6% | -31.1% |
| 3Y | +102.4% | +24.6% | +77.9% | +93.3% |
| 5Y | +171.7% | +71.9% | +99.8% | +142.6% |
| All | +743.6% | +44.3% | +699.2% | +794.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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