+173.5%
FN vs RRC
+110.6%
+62.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.6% | +12.2% |
| 7D | 0.0% | -10.8% | +10.8% | +2.3% |
| 30D | -34.3% | +22.3% | -56.6% | -37.0% |
| 3M | -39.9% | +26.6% | -66.5% | -43.1% |
| 6M | -51.8% | +18.9% | -70.8% | -53.9% |
| YTD | -28.1% | +39.2% | -67.3% | -34.0% |
| 1Y | -29.1% | +34.0% | -63.0% | -34.4% |
| 3Y | +102.4% | +42.0% | +60.4% | +84.2% |
| All | +173.5% | +110.6% | +62.9% | +134.9% |
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