+102.4%
FN vs RRX
+63.4%
+39.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.5% | +6.2% | +8.2% |
| 7D | 0.0% | +7.5% | -7.6% | -3.3% |
| 30D | -34.3% | +3.0% | -37.3% | -34.5% |
| 3M | -39.9% | -5.3% | -34.5% | -36.9% |
| 6M | -51.8% | -26.6% | -25.2% | -42.4% |
| YTD | -28.1% | +21.2% | -49.3% | -34.5% |
| 1Y | -29.1% | +25.9% | -55.0% | -36.7% |
| 3Y | +102.4% | +71.7% | +30.7% | +50.5% |
| All | +102.4% | +63.4% | +39.0% | +50.5% |
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