+241.2%
FN vs S
-52.7%
+293.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.0% | +11.4% |
| 7D | 0.0% | -13.4% | +13.4% | +2.5% |
| 30D | -34.3% | -14.0% | -20.3% | -32.5% |
| 3M | -39.9% | +4.9% | -44.7% | -40.7% |
| 6M | -51.8% | +42.0% | -93.8% | -55.2% |
| YTD | -28.1% | +45.1% | -73.3% | -34.2% |
| 1Y | -29.1% | +33.1% | -62.1% | -34.1% |
| 3Y | +102.4% | +40.6% | +61.8% | +86.9% |
| 5Y | +171.7% | -67.5% | +239.1% | +164.6% |
| All | +241.2% | -52.7% | +293.9% | +242.2% |
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