+118.1%
FN vs TRU
+59.7%
+58.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +5.9% | +5.9% |
| 7D | +8.0% | 0.0% | +8.1% | +8.0% |
| 30D | -19.1% | +24.3% | -43.4% | -23.6% |
| 3M | -29.8% | +2.3% | -32.1% | -30.9% |
| 6M | -43.2% | +17.7% | -60.9% | -47.4% |
| YTD | -18.9% | -3.8% | -15.2% | -20.2% |
| 1Y | -17.9% | -0.3% | -17.6% | -20.4% |
| All | +118.1% | +59.7% | +58.4% | +66.6% |
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