+743.6%
FN vs FTV
+109.5%
+634.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.7% | +11.7% |
| 7D | 0.0% | +0.2% | -0.3% | 0.0% |
| 30D | -34.3% | +15.7% | -50.0% | -39.9% |
| 3M | -39.9% | +7.5% | -47.4% | -42.5% |
| 6M | -51.8% | +8.5% | -60.3% | -54.6% |
| YTD | -28.1% | +18.8% | -46.9% | -37.7% |
| 1Y | -29.1% | +28.5% | -57.6% | -41.8% |
| 3Y | +102.4% | +34.0% | +68.4% | +63.2% |
| 5Y | +171.7% | +12.6% | +159.1% | +140.0% |
| All | +743.6% | +109.5% | +634.0% | +375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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