+693.0%
FN vs AU
+818.2%
-125.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -7.1% |
| 7D | +0.3% | -7.2% | +7.5% | +1.1% |
| 30D | -16.5% | -2.9% | -13.7% | -16.2% |
| 3M | -42.1% | -8.7% | -33.4% | -41.6% |
| 6M | -52.9% | -14.1% | -38.7% | -52.3% |
| YTD | -28.0% | +4.8% | -32.8% | -28.5% |
| 1Y | -18.5% | +11.9% | -30.4% | -19.4% |
| 3Y | +93.9% | +513.8% | -419.9% | +72.0% |
| 5Y | +170.5% | +379.3% | -208.8% | +138.5% |
| All | +693.0% | +818.2% | -125.2% | +614.3% |
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