+102.4%
FN vs TRU
+65.0%
+37.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.7% | +12.0% |
| 7D | 0.0% | +5.7% | -5.8% | -1.3% |
| 30D | -34.3% | +29.2% | -63.5% | -38.6% |
| 3M | -39.9% | +2.7% | -42.5% | -40.9% |
| 6M | -51.8% | +15.2% | -67.0% | -55.3% |
| YTD | -28.1% | -4.9% | -23.3% | -29.1% |
| 1Y | -29.1% | +3.4% | -32.5% | -32.7% |
| 3Y | +102.4% | +63.2% | +39.3% | +55.4% |
| All | +102.4% | +65.0% | +37.5% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling