+743.6%
FN vs RUN
+102.4%
+641.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.5% | +11.5% |
| 7D | 0.0% | +33.4% | -33.5% | -4.6% |
| 30D | -34.3% | +31.1% | -65.5% | -37.3% |
| 3M | -39.9% | +6.4% | -46.3% | -40.8% |
| 6M | -51.8% | -22.2% | -29.6% | -50.6% |
| YTD | -28.1% | -45.8% | +17.6% | -24.2% |
| 1Y | -29.1% | -51.1% | +22.1% | -24.3% |
| 3Y | +102.4% | -3.0% | +105.5% | +66.6% |
| 5Y | +171.7% | -82.2% | +253.9% | +172.9% |
| All | +743.6% | +102.4% | +641.1% | +331.1% |
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