+220.7%
FN vs COMP
-56.6%
+277.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.2% | -6.1% | -13.1% |
| 7D | -16.0% | -1.8% | -14.2% | -15.8% |
| 30D | -40.1% | -0.8% | -39.4% | -40.2% |
| 3M | -43.9% | -28.1% | -15.8% | -41.6% |
| 6M | -55.6% | +27.0% | -82.6% | -57.9% |
| YTD | -35.7% | -12.8% | -22.9% | -36.2% |
| 1Y | -39.8% | +4.9% | -44.7% | -42.0% |
| 3Y | +80.3% | +321.0% | -240.7% | +39.3% |
| 5Y | +143.3% | -25.6% | +168.9% | +107.8% |
| All | +220.7% | -56.6% | +277.3% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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