+173.5%
FN vs RUN
-82.6%
+256.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.5% | +11.5% |
| 7D | 0.0% | +33.4% | -33.5% | -3.9% |
| 30D | -34.3% | +31.1% | -65.5% | -36.8% |
| 3M | -39.9% | +6.4% | -46.3% | -40.7% |
| 6M | -51.8% | -22.2% | -29.6% | -50.8% |
| YTD | -28.1% | -45.8% | +17.6% | -24.8% |
| 1Y | -29.1% | -51.1% | +22.1% | -25.1% |
| 3Y | +102.4% | -3.0% | +105.5% | +73.4% |
| All | +173.5% | -82.6% | +256.1% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling