+743.6%
FN vs CAPR
-68.5%
+812.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.7% | +7.0% | +11.6% |
| 7D | 0.0% | +41.1% | -41.1% | -0.7% |
| 30D | -34.3% | +11.1% | -45.4% | -34.5% |
| 3M | -39.9% | +115.3% | -155.2% | -40.9% |
| 6M | -51.8% | -73.8% | +22.0% | -51.3% |
| YTD | -28.1% | -68.8% | +40.7% | -27.7% |
| 1Y | -29.1% | +43.3% | -72.4% | -33.0% |
| 3Y | +102.4% | +214.7% | -112.2% | +82.6% |
| 5Y | +171.7% | +141.3% | +30.4% | +142.9% |
| All | +743.6% | -68.5% | +812.1% | +622.7% |
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