+655.5%
FN vs CF
+557.2%
+98.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +6.2% | -20.4% | -15.2% |
| 7D | -16.0% | +0.4% | -16.4% | -16.3% |
| 30D | -40.1% | +2.2% | -42.3% | -40.6% |
| 3M | -43.9% | +2.1% | -46.0% | -44.7% |
| 6M | -55.6% | -6.5% | -49.1% | -55.8% |
| YTD | -35.7% | +55.6% | -91.2% | -44.0% |
| 1Y | -39.8% | +42.3% | -82.1% | -46.6% |
| 3Y | +80.3% | +55.7% | +24.5% | +52.1% |
| 5Y | +143.3% | +122.4% | +20.9% | +74.5% |
| All | +655.5% | +557.2% | +98.3% | +313.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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