+794.1%
FN vs ROP
+185.1%
+609.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.0% |
| 7D | -4.1% | +0.2% | -4.3% | -4.5% |
| 30D | -28.3% | +30.3% | -58.6% | -36.4% |
| 3M | -33.9% | +17.8% | -51.6% | -39.3% |
| 6M | -43.9% | +38.9% | -82.8% | -53.6% |
| YTD | -23.4% | +7.6% | -31.1% | -28.1% |
| 1Y | -25.4% | +6.5% | -31.9% | -29.6% |
| 3Y | +107.9% | -6.3% | +114.2% | +111.0% |
| 5Y | +195.1% | +0.9% | +194.2% | +184.3% |
| 10Y | +794.1% | +180.7% | +613.4% | +488.6% |
| All | +794.1% | +185.1% | +609.0% | +488.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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