+119.1%
FN vs RUN
-8.5%
+127.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.4% | +14.3% | +12.1% |
| 7D | +16.3% | +18.1% | -1.8% | +13.9% |
| 30D | -24.7% | +27.5% | -52.2% | -27.1% |
| 3M | -34.9% | -4.5% | -30.4% | -34.9% |
| 6M | -41.1% | -33.3% | -7.8% | -39.0% |
| YTD | -19.6% | -47.1% | +27.4% | -16.4% |
| 1Y | -18.5% | -43.1% | +24.6% | -15.7% |
| 3Y | +119.1% | -3.0% | +122.1% | +95.7% |
| All | +119.1% | -8.5% | +127.6% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling