+890.0%
FN vs RRX
+214.6%
+675.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | +3.5% | +4.3% | -0.7% | +1.2% |
| 30D | -26.0% | -8.0% | -18.0% | -22.4% |
| 3M | -33.3% | -22.0% | -11.2% | -24.4% |
| 6M | -14.9% | -11.9% | -3.0% | -9.7% |
| YTD | -8.6% | +17.1% | -25.7% | -16.6% |
| 1Y | +12.3% | +14.9% | -2.6% | +3.0% |
| 3Y | +174.4% | +6.9% | +167.5% | +148.0% |
| 5Y | +296.4% | +19.6% | +276.9% | +227.6% |
| 10Y | +890.0% | +215.9% | +674.1% | +349.2% |
| All | +890.0% | +214.6% | +675.5% | +349.2% |
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 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