+743.6%
FN vs RRC
+59.4%
+684.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +12.2% |
| 7D | 0.0% | -10.8% | +10.8% | +2.0% |
| 30D | -34.3% | +22.3% | -56.6% | -36.8% |
| 3M | -39.9% | +26.6% | -66.5% | -42.7% |
| 6M | -51.8% | +18.9% | -70.8% | -53.7% |
| YTD | -28.1% | +39.2% | -67.3% | -33.2% |
| 1Y | -29.1% | +34.0% | -63.0% | -33.7% |
| 3Y | +102.4% | +42.0% | +60.4% | +86.9% |
| 5Y | +171.7% | +111.9% | +59.8% | +125.6% |
| All | +743.6% | +59.4% | +684.2% | +512.7% |
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