+804.7%
FN vs RUN
+74.1%
+730.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.7% | +5.3% |
| 7D | +8.0% | +3.2% | +4.8% | +7.1% |
| 30D | -19.1% | +19.5% | -38.6% | -21.8% |
| 3M | -29.8% | -9.6% | -20.3% | -29.4% |
| 6M | -43.2% | -37.3% | -5.9% | -39.9% |
| YTD | -18.9% | -50.7% | +31.8% | -13.4% |
| 1Y | -17.9% | -54.1% | +36.2% | -11.4% |
| 3Y | +120.1% | -3.9% | +124.0% | +81.2% |
| 5Y | +206.7% | -84.4% | +291.1% | +214.4% |
| 10Y | +804.7% | +77.5% | +727.2% | +393.4% |
| All | +804.7% | +74.1% | +730.6% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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