+693.0%
FN vs TRU
+183.1%
+509.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | -16.5% | +21.3% | -37.8% | -23.0% |
| 3M | -42.1% | +0.2% | -42.3% | -43.4% |
| 6M | -52.9% | +22.4% | -75.3% | -58.3% |
| YTD | -28.0% | -4.8% | -23.1% | -30.7% |
| 1Y | -18.5% | -0.2% | -18.3% | -23.3% |
| 3Y | +93.9% | +57.9% | +35.9% | +45.8% |
| 5Y | +170.5% | -26.1% | +196.6% | +171.1% |
| All | +693.0% | +183.1% | +509.9% | +391.3% |
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