+3,689.8%
FN vs COO
+599.7%
+3,090.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | -1.7% | -2.2% | +0.5% | -0.8% |
| 30D | -22.0% | -7.0% | -15.0% | -20.0% |
| 3M | -43.0% | +12.2% | -55.2% | -46.7% |
| 6M | -27.7% | -15.1% | -12.6% | -24.0% |
| YTD | -10.5% | -15.1% | +4.6% | -5.9% |
| 1Y | +12.5% | +2.3% | +10.2% | +8.8% |
| 3Y | +153.8% | -23.7% | +177.5% | +165.6% |
| 5Y | +288.0% | -38.9% | +326.9% | +341.2% |
| 10Y | +906.4% | +49.9% | +856.5% | +630.5% |
| All | +3,689.8% | +599.7% | +3,090.1% | +902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling