+143.3%
FN vs RRC
+129.3%
+14.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.7% | -10.6% | -13.5% |
| 7D | -16.0% | -6.9% | -9.1% | -14.7% |
| 30D | -40.1% | +25.4% | -65.5% | -42.8% |
| 3M | -43.9% | +31.9% | -75.8% | -47.3% |
| 6M | -55.6% | +17.2% | -72.8% | -57.4% |
| YTD | -35.7% | +43.4% | -79.0% | -41.2% |
| 1Y | -39.8% | +36.7% | -76.6% | -44.5% |
| 3Y | +80.3% | +38.8% | +41.4% | +64.3% |
| 5Y | +143.3% | +118.3% | +25.0% | +105.6% |
| All | +143.3% | +129.3% | +14.0% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling