+693.0%
FN vs BR
+277.7%
+415.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.5% | -7.8% | -7.5% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -16.5% | +14.4% | -30.9% | -21.4% |
| 3M | -42.1% | +12.4% | -54.5% | -45.6% |
| 6M | -52.9% | +35.4% | -88.3% | -59.9% |
| YTD | -28.0% | -12.2% | -15.8% | -25.1% |
| 1Y | -18.5% | -12.7% | -5.8% | -15.1% |
| 3Y | +93.9% | +14.3% | +79.6% | +68.8% |
| 5Y | +170.5% | +19.3% | +151.2% | +125.1% |
| All | +693.0% | +277.7% | +415.3% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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