+794.1%
FN vs RUN
+94.0%
+700.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -10.6% | +5.8% | -3.2% |
| 7D | -4.1% | +0.3% | -4.4% | -4.6% |
| 30D | -28.3% | +14.0% | -42.3% | -30.2% |
| 3M | -33.9% | -11.8% | -22.1% | -33.2% |
| 6M | -43.9% | -40.4% | -3.5% | -40.2% |
| YTD | -23.4% | -52.7% | +29.2% | -17.7% |
| 1Y | -25.4% | -52.5% | +27.1% | -19.9% |
| 3Y | +107.9% | -7.7% | +115.6% | +71.9% |
| 5Y | +195.1% | -83.9% | +278.9% | +199.9% |
| 10Y | +794.1% | +84.9% | +709.2% | +369.0% |
| All | +794.1% | +94.0% | +700.1% | +369.0% |
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