+2,115.3%
FN vs RUN
-31.9%
+2,147.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.2% |
| 7D | -1.7% | +1.3% | -2.9% | -1.9% |
| 30D | -22.0% | -15.3% | -6.7% | -20.4% |
| 3M | -43.0% | -40.0% | -3.0% | -39.2% |
| 6M | -27.7% | -27.0% | -0.8% | -25.1% |
| YTD | -10.5% | -51.7% | +41.2% | -4.0% |
| 1Y | +12.5% | -45.9% | +58.4% | +18.4% |
| 3Y | +153.8% | -43.8% | +197.6% | +131.8% |
| 5Y | +288.0% | -80.5% | +368.5% | +281.9% |
| 10Y | +906.4% | +45.3% | +861.2% | +617.1% |
| All | +2,115.3% | -31.9% | +2,147.3% | +1,483.2% |
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 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