+693.0%
FN vs RUN
+68.6%
+624.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -7.5% |
| 7D | +0.3% | -13.5% | +13.8% | +2.3% |
| 30D | -16.5% | +18.3% | -34.8% | -19.1% |
| 3M | -42.1% | -12.5% | -29.6% | -41.4% |
| 6M | -52.9% | -40.3% | -12.6% | -49.8% |
| YTD | -28.0% | -53.1% | +25.1% | -22.5% |
| 1Y | -18.5% | -54.3% | +35.8% | -12.0% |
| 3Y | +93.9% | -6.5% | +100.4% | +60.1% |
| 5Y | +170.5% | -85.3% | +255.8% | +179.8% |
| All | +693.0% | +68.6% | +624.4% | +331.0% |
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