+812.3%
FN vs CF
+542.5%
+269.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.4% | -1.6% | -5.2% |
| 7D | -7.0% | -6.9% | -0.1% | -6.0% |
| 30D | -24.7% | -3.7% | -21.0% | -24.5% |
| 3M | -35.7% | -5.0% | -30.7% | -35.7% |
| 6M | -52.4% | -10.5% | -41.9% | -52.2% |
| YTD | -25.0% | +46.5% | -71.5% | -34.0% |
| 1Y | -25.7% | +34.8% | -60.5% | -33.4% |
| 3Y | +110.2% | +46.7% | +63.5% | +79.4% |
| 5Y | +192.3% | +112.0% | +80.3% | +111.3% |
| 10Y | +812.3% | +529.7% | +282.6% | +406.3% |
| All | +812.3% | +542.5% | +269.8% | +406.3% |
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