+755.5%
FN vs BR
+275.8%
+479.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +20.8% | -1.3% | +22.0% | +21.3% |
| 30D | -17.3% | +13.7% | -31.0% | -21.9% |
| 3M | -38.1% | +13.8% | -51.9% | -42.2% |
| 6M | -44.2% | +29.7% | -73.9% | -51.7% |
| YTD | -22.3% | -12.6% | -9.7% | -19.1% |
| 1Y | -20.9% | -12.4% | -8.5% | -17.9% |
| 3Y | +111.1% | +14.1% | +96.9% | +83.7% |
| 5Y | +191.8% | +18.7% | +173.1% | +143.3% |
| All | +755.5% | +275.8% | +479.7% | +224.7% |
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