+743.6%
FN vs P
+713.7%
+29.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.5% | +8.1% | +10.2% |
| 7D | 0.0% | -23.8% | +23.8% | +11.7% |
| 30D | -34.3% | -36.6% | +2.3% | -21.1% |
| 3M | -39.9% | +10.9% | -50.7% | -42.8% |
| 6M | -51.8% | +30.0% | -81.8% | -57.4% |
| YTD | -28.1% | +44.4% | -72.5% | -38.9% |
| 1Y | -29.1% | +3.9% | -33.0% | -33.3% |
| 3Y | +102.4% | +176.6% | -74.1% | +31.2% |
| 5Y | +171.7% | +249.3% | -77.6% | +58.3% |
| All | +743.6% | +713.7% | +29.8% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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