+890.0%
FN vs AU
+643.7%
+246.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -26.0% | +12.8% | -38.7% | -26.9% |
| 3M | -33.3% | +28.5% | -61.7% | -35.1% |
| 6M | -14.9% | +4.8% | -19.8% | -15.9% |
| YTD | -8.6% | +31.0% | -39.5% | -11.2% |
| 1Y | +12.3% | +81.4% | -69.1% | +6.6% |
| 3Y | +174.4% | +618.4% | -444.0% | +138.2% |
| 5Y | +296.4% | +686.3% | -389.9% | +239.1% |
| 10Y | +890.0% | +664.5% | +225.5% | +831.4% |
| All | +890.0% | +643.7% | +246.3% | +831.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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