+890.0%
FN vs COPX
+592.9%
+297.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.2% |
| 7D | +3.5% | +5.8% | -2.2% | +0.8% |
| 30D | -26.0% | +7.2% | -33.2% | -28.5% |
| 3M | -33.3% | +16.5% | -49.8% | -38.0% |
| 6M | -14.9% | +18.4% | -33.4% | -21.8% |
| YTD | -8.6% | +31.9% | -40.5% | -20.9% |
| 1Y | +12.3% | +88.5% | -76.2% | -17.6% |
| 3Y | +174.4% | +173.1% | +1.3% | +66.7% |
| 5Y | +296.4% | +193.1% | +103.3% | +124.3% |
| 10Y | +890.0% | +591.7% | +298.4% | +248.1% |
| All | +890.0% | +592.9% | +297.1% | +248.1% |
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