+906.2%
FN vs M
-2.2%
+908.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.6% | +2.7% |
| 7D | -1.7% | +4.7% | -6.4% | -2.5% |
| 30D | -22.0% | -9.6% | -12.3% | -20.6% |
| 3M | -43.0% | +0.9% | -43.9% | -43.3% |
| 6M | -27.7% | +22.3% | -50.0% | -30.8% |
| YTD | -10.5% | +6.5% | -17.0% | -12.3% |
| 1Y | +12.5% | +38.8% | -26.3% | +4.8% |
| 3Y | +153.8% | +115.9% | +37.9% | +113.6% |
| 5Y | +288.0% | +28.6% | +259.4% | +240.4% |
| All | +906.2% | -2.2% | +908.4% | +704.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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