+743.6%
FN vs TRU
+167.9%
+575.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.7% | +12.3% |
| 7D | 0.0% | +5.7% | -5.8% | -2.2% |
| 30D | -34.3% | +29.2% | -63.5% | -40.8% |
| 3M | -39.9% | +2.7% | -42.5% | -41.8% |
| 6M | -51.8% | +15.2% | -67.0% | -56.5% |
| YTD | -28.1% | -4.9% | -23.3% | -31.0% |
| 1Y | -29.1% | +3.4% | -32.5% | -34.3% |
| 3Y | +102.4% | +63.2% | +39.3% | +50.0% |
| 5Y | +171.7% | -26.6% | +198.2% | +172.6% |
| All | +743.6% | +167.9% | +575.7% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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