+743.6%
FN vs CP
+253.8%
+489.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +12.5% |
| 7D | 0.0% | +2.8% | -2.8% | -1.7% |
| 30D | -34.3% | +10.2% | -44.5% | -38.0% |
| 3M | -39.9% | +2.4% | -42.2% | -41.1% |
| 6M | -51.8% | +7.7% | -59.5% | -54.4% |
| YTD | -28.1% | +26.0% | -54.1% | -37.9% |
| 1Y | -29.1% | +34.6% | -63.7% | -40.9% |
| 3Y | +102.4% | +26.7% | +75.8% | +71.4% |
| 5Y | +171.7% | +24.9% | +146.8% | +128.0% |
| All | +743.6% | +253.8% | +489.8% | +330.6% |
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