+281.7%
FN vs S
-48.9%
+330.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.0% | +3.8% | +10.5% |
| 7D | +16.3% | +1.6% | +14.7% | +16.2% |
| 30D | -24.7% | -10.5% | -14.3% | -23.2% |
| 3M | -34.9% | +9.9% | -44.8% | -36.3% |
| 6M | -41.1% | +41.8% | -82.9% | -45.1% |
| YTD | -19.6% | +56.8% | -76.4% | -27.3% |
| 1Y | -18.5% | +39.0% | -57.5% | -24.8% |
| 3Y | +119.1% | +53.8% | +65.3% | +99.4% |
| 5Y | +206.9% | -68.6% | +275.5% | +193.8% |
| All | +281.7% | -48.9% | +330.6% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling