+242.1%
FN vs S
-51.7%
+293.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -7.2% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | -16.5% | -2.7% | -13.8% | -15.9% |
| 3M | -42.1% | -6.9% | -35.2% | -41.6% |
| 6M | -52.9% | +38.1% | -90.9% | -55.9% |
| YTD | -28.0% | +48.0% | -76.0% | -34.1% |
| 1Y | -18.5% | +34.5% | -53.0% | -24.4% |
| 3Y | +93.9% | +38.3% | +55.5% | +79.4% |
| 5Y | +170.5% | -70.9% | +241.4% | +161.5% |
| All | +242.1% | -51.7% | +293.8% | +242.3% |
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