+826.4%
FN vs RRX
+238.3%
+588.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.9% | +4.9% | +8.0% |
| 7D | +16.3% | +12.3% | +3.9% | +10.4% |
| 30D | -24.7% | +9.5% | -34.3% | -27.3% |
| 3M | -34.9% | +1.8% | -36.7% | -34.4% |
| 6M | -41.1% | -15.3% | -25.8% | -35.1% |
| YTD | -19.6% | +29.6% | -49.2% | -29.4% |
| 1Y | -18.5% | +34.1% | -52.6% | -29.7% |
| 3Y | +119.1% | +74.0% | +45.1% | +58.4% |
| 5Y | +206.9% | +14.7% | +192.2% | +163.5% |
| 10Y | +826.4% | +229.4% | +597.0% | +406.3% |
| All | +826.4% | +238.3% | +588.1% | +406.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling