+860.4%
FN vs TRU
+144.2%
+716.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.1% | +5.3% |
| 7D | -1.7% | -6.8% | +5.1% | +0.7% |
| 30D | -22.0% | 0.0% | -22.0% | -22.5% |
| 3M | -43.0% | +13.3% | -56.3% | -47.0% |
| 6M | -27.7% | +3.4% | -31.2% | -31.1% |
| YTD | -10.5% | -6.4% | -4.1% | -12.1% |
| 1Y | +12.5% | -9.7% | +22.2% | +11.1% |
| 3Y | +153.8% | +0.1% | +153.7% | +130.2% |
| 5Y | +288.0% | -34.0% | +322.0% | +315.2% |
| All | +860.4% | +144.2% | +716.2% | +488.8% |
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