+143.3%
FN vs ROP
+3.7%
+139.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.3% | -14.0% | -14.2% |
| 7D | -16.0% | +9.2% | -25.2% | -17.6% |
| 30D | -40.1% | +35.5% | -75.6% | -44.6% |
| 3M | -43.9% | +24.4% | -68.3% | -47.2% |
| 6M | -55.6% | +38.0% | -93.7% | -60.6% |
| YTD | -35.7% | +11.1% | -46.7% | -35.4% |
| 1Y | -39.8% | +10.9% | -50.7% | -39.5% |
| 3Y | +80.3% | -0.5% | +80.7% | +93.9% |
| 5Y | +143.3% | +4.5% | +138.8% | +135.2% |
| All | +143.3% | +3.7% | +139.6% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling