-25.7%
FN vs RRX
+30.0%
-55.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.3% | -3.3% |
| 7D | -7.0% | +7.6% | -14.6% | -11.5% |
| 30D | -24.7% | +7.5% | -32.2% | -27.9% |
| 3M | -35.7% | -21.0% | -14.6% | -25.9% |
| 6M | -52.4% | -18.1% | -34.3% | -46.6% |
| YTD | -25.0% | +24.3% | -49.2% | -35.3% |
| 1Y | -25.7% | +29.3% | -55.0% | -36.2% |
| All | -25.7% | +30.0% | -55.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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