+906.2%
FN vs RRC
+10.9%
+895.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | -22.0% | +10.1% | -32.1% | -23.5% |
| 3M | -43.0% | +4.0% | -47.0% | -43.7% |
| 6M | -27.7% | +1.6% | -29.3% | -28.4% |
| YTD | -10.5% | +19.7% | -30.2% | -14.2% |
| 1Y | +12.5% | +21.4% | -8.9% | +7.2% |
| 3Y | +153.8% | +29.7% | +124.1% | +139.0% |
| 5Y | +288.0% | +153.9% | +134.1% | +213.3% |
| All | +906.2% | +10.9% | +895.3% | +674.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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