+93.9%
FN vs RUN
-7.3%
+101.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -7.4% |
| 7D | +0.3% | -13.5% | +13.8% | +1.8% |
| 30D | -16.5% | +18.3% | -34.8% | -18.5% |
| 3M | -42.1% | -12.5% | -29.6% | -41.6% |
| 6M | -52.9% | -40.3% | -12.6% | -50.6% |
| YTD | -28.0% | -53.1% | +25.1% | -24.0% |
| 1Y | -18.5% | -54.3% | +35.8% | -13.9% |
| 3Y | +93.9% | -6.5% | +100.4% | +72.1% |
| All | +93.9% | -7.3% | +101.2% | +72.1% |
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 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