+755.5%
FN vs CAPR
-63.2%
+818.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.6% | -3.9% |
| 7D | +20.8% | +19.1% | +1.7% | +20.3% |
| 30D | -17.3% | +48.8% | -66.1% | -18.0% |
| 3M | -38.1% | +144.4% | -182.5% | -39.4% |
| 6M | -44.2% | -67.5% | +23.3% | -43.9% |
| YTD | -22.3% | -64.5% | +42.2% | -22.0% |
| 1Y | -20.9% | +74.4% | -95.4% | -25.6% |
| 3Y | +111.1% | +265.7% | -154.6% | +89.9% |
| 5Y | +191.8% | +196.0% | -4.1% | +160.1% |
| All | +755.5% | -63.2% | +818.7% | +618.5% |
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