-29.1%
FN vs RRC
+31.6%
-60.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +11.5% |
| 7D | 0.0% | -10.8% | +10.8% | -0.8% |
| 30D | -34.3% | +22.3% | -56.6% | -31.5% |
| 3M | -39.9% | +26.6% | -66.5% | -37.2% |
| 6M | -51.8% | +18.9% | -70.8% | -49.5% |
| YTD | -28.1% | +39.2% | -67.3% | -24.3% |
| 1Y | -29.1% | +34.0% | -63.0% | -26.3% |
| All | -29.1% | +31.6% | -60.7% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling