+270.9%
FN vs PL
+29.1%
+241.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.4% | +0.4% | -4.7% |
| 7D | -7.0% | -11.7% | +4.7% | -4.5% |
| 30D | -24.7% | -27.1% | +2.4% | -19.6% |
| 3M | -35.7% | -44.6% | +8.9% | -27.6% |
| 6M | -52.4% | -67.2% | +14.8% | -41.6% |
| YTD | -25.0% | -35.9% | +10.9% | -19.8% |
| 1Y | -25.7% | -0.4% | -25.3% | -26.8% |
| 3Y | +110.2% | +454.8% | -344.6% | +40.3% |
| 5Y | +192.3% | +24.8% | +167.6% | +116.3% |
| All | +270.9% | +29.1% | +241.8% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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