+743.6%
FN vs ROP
+195.2%
+548.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +12.7% |
| 7D | 0.0% | +2.1% | -2.2% | -1.2% |
| 30D | -34.3% | +32.9% | -67.2% | -42.2% |
| 3M | -39.9% | +20.0% | -59.9% | -45.2% |
| 6M | -51.8% | +36.4% | -88.2% | -59.7% |
| YTD | -28.1% | +7.8% | -36.0% | -32.5% |
| 1Y | -29.1% | +8.0% | -37.1% | -33.5% |
| 3Y | +102.4% | -3.5% | +105.9% | +102.3% |
| 5Y | +171.7% | +1.5% | +170.2% | +161.3% |
| All | +743.6% | +195.2% | +548.3% | +486.3% |
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