+54.0%
FN vs AS
+139.2%
-85.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -7.9% |
| 7D | -7.0% | +13.8% | -20.8% | -12.0% |
| 30D | -24.7% | +16.7% | -41.4% | -29.6% |
| 3M | -35.7% | -11.5% | -24.2% | -33.2% |
| 6M | -52.4% | -5.5% | -46.9% | -52.7% |
| YTD | -25.0% | -14.2% | -10.8% | -22.4% |
| 1Y | -25.7% | +2.1% | -27.7% | -28.3% |
| All | +54.0% | +139.2% | -85.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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