+826.4%
FN vs BEN
+70.4%
+756.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.3% | +5.5% | +9.0% |
| 7D | +16.3% | +12.2% | +4.1% | +11.0% |
| 30D | -24.7% | +12.1% | -36.8% | -28.1% |
| 3M | -34.9% | +7.3% | -42.2% | -36.6% |
| 6M | -41.1% | +17.9% | -59.0% | -44.9% |
| YTD | -19.6% | +55.4% | -75.1% | -34.0% |
| 1Y | -18.5% | +69.3% | -87.9% | -35.4% |
| 3Y | +119.1% | +82.8% | +36.3% | +63.8% |
| 5Y | +206.9% | +28.8% | +178.2% | +159.4% |
| 10Y | +826.4% | +53.9% | +772.5% | +616.8% |
| All | +826.4% | +70.4% | +756.0% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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