+693.0%
FN vs CAPR
-65.7%
+758.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.9% | -0.4% | -7.2% |
| 7D | +0.3% | +5.9% | -5.6% | +0.1% |
| 30D | -16.5% | +44.6% | -61.1% | -17.2% |
| 3M | -42.1% | +126.4% | -168.5% | -43.2% |
| 6M | -52.9% | -68.6% | +15.7% | -52.5% |
| YTD | -28.0% | -67.0% | +39.0% | -27.6% |
| 1Y | -18.5% | +65.2% | -83.7% | -23.2% |
| 3Y | +93.9% | +235.6% | -141.7% | +74.7% |
| 5Y | +170.5% | +175.4% | -4.9% | +141.4% |
| All | +693.0% | -65.7% | +758.7% | +567.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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