+655.5%
FN vs PR
+62.9%
+592.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.9% | -9.4% | -13.8% |
| 7D | -16.0% | -16.5% | +0.6% | -14.4% |
| 30D | -40.1% | -4.5% | -35.6% | -39.9% |
| 3M | -43.9% | +8.5% | -52.4% | -44.5% |
| 6M | -55.6% | -3.3% | -52.3% | -55.7% |
| YTD | -35.7% | +55.7% | -91.4% | -38.8% |
| 1Y | -39.8% | +82.0% | -121.9% | -43.8% |
| 3Y | +80.3% | +62.5% | +17.8% | +69.8% |
| 5Y | +143.3% | +223.9% | -80.6% | +112.1% |
| All | +655.5% | +62.9% | +592.6% | +621.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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