+119.1%
FN vs RRC
+51.7%
+67.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.8% |
| 7D | +16.3% | -10.3% | +26.6% | +20.5% |
| 30D | -24.7% | +19.5% | -44.2% | -29.3% |
| 3M | -34.9% | +27.9% | -62.8% | -41.0% |
| 6M | -41.1% | +21.2% | -62.3% | -45.7% |
| YTD | -19.6% | +39.6% | -59.2% | -31.6% |
| 1Y | -18.5% | +31.3% | -49.8% | -28.9% |
| 3Y | +119.1% | +51.9% | +67.2% | +72.4% |
| All | +119.1% | +51.7% | +67.4% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling