+804.7%
FN vs CG
+299.0%
+505.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.5% |
| 7D | +8.0% | -3.8% | +11.8% | +10.4% |
| 30D | -19.1% | +7.5% | -26.7% | -21.8% |
| 3M | -29.8% | -14.4% | -15.5% | -25.4% |
| 6M | -43.2% | -15.7% | -27.5% | -39.5% |
| YTD | -18.9% | -29.0% | +10.0% | -7.7% |
| 1Y | -17.9% | -22.1% | +4.2% | -10.0% |
| 3Y | +120.1% | +49.1% | +71.0% | +82.4% |
| 5Y | +206.7% | -18.4% | +225.1% | +207.3% |
| 10Y | +804.7% | +295.1% | +509.6% | +519.4% |
| All | +804.7% | +299.0% | +505.7% | +519.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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