+3,689.8%
FN vs RRX
+254.8%
+3,435.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | -1.7% | +3.4% | -5.1% | -3.5% |
| 30D | -22.0% | -11.1% | -10.9% | -16.6% |
| 3M | -43.0% | -23.7% | -19.3% | -34.2% |
| 6M | -27.7% | -22.0% | -5.8% | -18.0% |
| YTD | -10.5% | +16.5% | -27.0% | -18.7% |
| 1Y | +12.5% | +11.5% | +1.0% | +4.0% |
| 3Y | +153.8% | +1.5% | +152.3% | +133.3% |
| 5Y | +288.0% | +18.3% | +269.7% | +217.3% |
| 10Y | +906.4% | +209.8% | +696.6% | +337.3% |
| All | +3,689.8% | +254.8% | +3,435.0% | +1,338.6% |
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