+2,943.1%
FN vs RRX
+269.1%
+2,674.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.5% | +6.2% | +8.5% |
| 7D | 0.0% | +7.5% | -7.6% | -3.1% |
| 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% | -42.5% |
| YTD | -28.1% | +21.2% | -49.3% | -35.1% |
| 1Y | -29.1% | +25.9% | -55.0% | -37.4% |
| 3Y | +102.4% | +71.7% | +30.7% | +43.8% |
| 5Y | +171.7% | +7.8% | +163.9% | +138.2% |
| 10Y | +773.5% | +242.9% | +530.6% | +263.2% |
| All | +2,943.1% | +269.1% | +2,674.0% | +1,048.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling