+693.0%
FN vs IT
+90.0%
+603.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.5% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | -16.5% | -1.8% | -14.7% | -17.7% |
| 3M | -42.1% | +4.8% | -46.9% | -44.8% |
| 6M | -52.9% | +33.0% | -85.9% | -59.9% |
| YTD | -28.0% | -23.8% | -4.1% | -25.7% |
| 1Y | -18.5% | -16.5% | -2.0% | -19.5% |
| 3Y | +93.9% | -53.6% | +147.5% | +143.4% |
| 5Y | +170.5% | -42.1% | +212.6% | +200.1% |
| All | +693.0% | +90.0% | +603.0% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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