+1,493.1%
FN vs RUN
-24.4%
+1,517.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +12.3% | -26.5% | -15.8% |
| 7D | -16.0% | +30.0% | -46.0% | -19.2% |
| 30D | -40.1% | +27.0% | -67.1% | -42.3% |
| 3M | -43.9% | -5.9% | -38.0% | -43.9% |
| 6M | -55.6% | -26.7% | -29.0% | -54.3% |
| YTD | -35.7% | -46.4% | +10.7% | -32.3% |
| 1Y | -39.8% | -52.1% | +12.2% | -36.0% |
| 3Y | +80.3% | -8.9% | +89.2% | +54.0% |
| 5Y | +143.3% | -82.4% | +225.7% | +142.6% |
| 10Y | +682.3% | +109.6% | +572.7% | +443.1% |
| All | +1,493.1% | -24.4% | +1,517.5% | +1,015.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling