+906.2%
FN vs CF
+569.3%
+336.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.7% |
| 7D | -1.7% | +6.0% | -7.7% | -2.8% |
| 30D | -22.0% | +14.8% | -36.8% | -24.2% |
| 3M | -43.0% | +14.1% | -57.1% | -44.7% |
| 6M | -27.7% | +28.5% | -56.3% | -33.2% |
| YTD | -10.5% | +74.9% | -85.5% | -23.3% |
| 1Y | +12.5% | +61.7% | -49.2% | -2.2% |
| 3Y | +153.8% | +80.3% | +73.5% | +109.0% |
| 5Y | +288.0% | +226.0% | +62.0% | +151.9% |
| All | +906.2% | +569.3% | +336.8% | +427.8% |
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