+890.0%
FN vs BR
+183.7%
+706.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +3.2% |
| 7D | +3.5% | -5.9% | +9.5% | +6.1% |
| 30D | -26.0% | +1.9% | -27.9% | -27.2% |
| 3M | -33.3% | +14.7% | -47.9% | -38.2% |
| 6M | -14.9% | -12.8% | -2.2% | -11.2% |
| YTD | -8.6% | -23.0% | +14.5% | +1.3% |
| 1Y | +12.3% | -31.7% | +44.0% | +32.5% |
| 3Y | +174.4% | -4.8% | +179.2% | +161.8% |
| 5Y | +296.4% | +7.8% | +288.6% | +242.8% |
| 10Y | +890.0% | +184.1% | +706.0% | +339.0% |
| All | +890.0% | +183.7% | +706.3% | +339.0% |
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