+804.7%
FN vs RRC
+72.2%
+732.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.7% |
| 7D | +8.0% | -0.5% | +8.5% | +8.1% |
| 30D | -19.1% | +25.2% | -44.4% | -22.6% |
| 3M | -29.8% | +27.8% | -57.6% | -33.3% |
| 6M | -43.2% | +27.2% | -70.4% | -46.1% |
| YTD | -18.9% | +48.2% | -67.1% | -25.6% |
| 1Y | -17.9% | +34.7% | -52.6% | -23.3% |
| 3Y | +120.1% | +62.2% | +57.9% | +98.6% |
| 5Y | +206.7% | +130.9% | +75.8% | +150.3% |
| 10Y | +804.7% | +73.4% | +731.2% | +560.1% |
| All | +804.7% | +72.2% | +732.5% | +560.1% |
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