+655.5%
FN vs CP
+259.9%
+395.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.7% | -13.6% | -13.9% |
| 7D | -16.0% | +6.1% | -22.1% | -18.7% |
| 30D | -40.1% | +9.8% | -49.9% | -43.3% |
| 3M | -43.9% | +2.7% | -46.6% | -45.1% |
| 6M | -55.6% | +12.8% | -68.4% | -59.0% |
| YTD | -35.7% | +28.2% | -63.8% | -44.9% |
| 1Y | -39.8% | +34.1% | -74.0% | -49.6% |
| 3Y | +80.3% | +28.9% | +51.4% | +51.4% |
| 5Y | +143.3% | +27.1% | +116.2% | +102.6% |
| All | +655.5% | +259.9% | +395.6% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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