+3,078.0%
FN vs COO
+547.7%
+2,530.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -8.2% |
| 7D | -7.0% | +8.4% | -15.4% | -10.1% |
| 30D | -24.7% | +13.5% | -38.2% | -28.9% |
| 3M | -35.7% | -13.8% | -21.9% | -33.1% |
| 6M | -52.4% | +4.7% | -57.1% | -55.0% |
| YTD | -25.0% | -21.4% | -3.6% | -19.8% |
| 1Y | -25.7% | -6.7% | -18.9% | -26.2% |
| 3Y | +110.2% | -23.0% | +133.2% | +115.1% |
| 5Y | +192.3% | -38.7% | +231.1% | +225.9% |
| 10Y | +812.3% | +46.8% | +765.5% | +555.8% |
| All | +3,078.0% | +547.7% | +2,530.4% | +753.9% |
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