+804.7%
FN vs COPX
+322.8%
+481.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.5% |
| 7D | +8.0% | -1.5% | +9.5% | +9.5% |
| 30D | -19.1% | -14.0% | -5.2% | -12.3% |
| 3M | -29.8% | -17.1% | -12.7% | -22.8% |
| 6M | -43.2% | -15.9% | -27.3% | -38.1% |
| YTD | -18.9% | +2.6% | -21.6% | -20.5% |
| 1Y | -17.9% | +21.6% | -39.5% | -25.4% |
| 3Y | +120.1% | +142.7% | -22.6% | +43.0% |
| 5Y | +206.7% | +122.2% | +84.5% | +99.7% |
| 10Y | +804.7% | +338.8% | +465.9% | +320.0% |
| All | +804.7% | +322.8% | +481.9% | +320.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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