+906.2%
FN vs IT
+103.9%
+802.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.8% | +4.5% |
| 7D | -1.7% | -6.0% | +4.4% | 0.0% |
| 30D | -22.0% | 0.0% | -22.0% | -22.7% |
| 3M | -43.0% | +13.1% | -56.1% | -46.6% |
| 6M | -27.7% | +11.7% | -39.4% | -34.0% |
| YTD | -10.5% | -26.1% | +15.6% | -4.4% |
| 1Y | +12.5% | -21.3% | +33.7% | +15.2% |
| 3Y | +153.8% | -46.7% | +200.5% | +203.4% |
| 5Y | +288.0% | -40.5% | +328.5% | +334.6% |
| All | +906.2% | +103.9% | +802.3% | +527.1% |
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