+655.5%
FN vs COO
+43.8%
+611.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.4% | -12.8% | -13.8% |
| 7D | -16.0% | +5.3% | -21.2% | -17.5% |
| 30D | -40.1% | +12.5% | -52.7% | -42.8% |
| 3M | -43.9% | -15.1% | -28.8% | -41.4% |
| 6M | -55.6% | +3.7% | -59.3% | -57.7% |
| YTD | -35.7% | -22.5% | -13.1% | -31.0% |
| 1Y | -39.8% | -7.8% | -32.0% | -39.8% |
| 3Y | +80.3% | -24.1% | +104.4% | +85.0% |
| 5Y | +143.3% | -40.1% | +183.4% | +172.7% |
| All | +655.5% | +43.8% | +611.7% | +467.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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