+655.5%
FN vs P
+685.9%
-30.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -16.4% | +2.2% | -7.7% |
| 7D | -16.0% | -31.9% | +15.9% | -2.0% |
| 30D | -40.1% | -36.5% | -3.6% | -28.2% |
| 3M | -43.9% | +11.6% | -55.5% | -46.8% |
| 6M | -55.6% | +25.2% | -80.8% | -60.2% |
| YTD | -35.7% | +39.4% | -75.1% | -44.6% |
| 1Y | -39.8% | -3.7% | -36.2% | -41.8% |
| 3Y | +80.3% | +167.3% | -87.0% | +18.3% |
| 5Y | +143.3% | +237.3% | -94.0% | +43.6% |
| All | +655.5% | +685.9% | -30.4% | +251.5% |
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