+93.9%
FN vs RRX
+64.5%
+29.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.3% | -5.0% | -5.8% |
| 7D | +0.3% | +4.3% | -4.1% | -2.0% |
| 30D | -16.5% | +12.3% | -28.9% | -20.8% |
| 3M | -42.1% | +3.7% | -45.8% | -42.2% |
| 6M | -52.9% | -13.9% | -39.0% | -48.2% |
| YTD | -28.0% | +26.5% | -54.4% | -35.9% |
| 1Y | -18.5% | +29.3% | -47.8% | -28.3% |
| 3Y | +93.9% | +65.6% | +28.3% | +41.9% |
| All | +93.9% | +64.5% | +29.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling