+890.0%
FN vs CBOE
+385.3%
+504.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | +3.5% | -4.6% | +8.2% | +3.9% |
| 30D | -26.0% | +2.6% | -28.6% | -26.1% |
| 3M | -33.3% | +4.9% | -38.2% | -33.7% |
| 6M | -14.9% | -2.2% | -12.8% | -15.1% |
| YTD | -8.6% | +17.7% | -26.3% | -10.6% |
| 1Y | +12.3% | +26.1% | -13.8% | +8.8% |
| 3Y | +174.4% | +97.1% | +77.3% | +139.3% |
| 5Y | +296.4% | +149.2% | +147.2% | +223.9% |
| 10Y | +890.0% | +385.1% | +505.0% | +478.6% |
| All | +890.0% | +385.3% | +504.8% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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