+173.5%
FN vs TRU
-26.8%
+200.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.7% | +12.2% |
| 7D | 0.0% | +5.7% | -5.8% | -1.7% |
| 30D | -34.3% | +29.2% | -63.5% | -39.6% |
| 3M | -39.9% | +2.7% | -42.5% | -41.3% |
| 6M | -51.8% | +15.2% | -67.0% | -55.7% |
| YTD | -28.1% | -4.9% | -23.3% | -30.1% |
| 1Y | -29.1% | +3.4% | -32.5% | -33.3% |
| 3Y | +102.4% | +63.2% | +39.3% | +57.6% |
| All | +173.5% | -26.8% | +200.3% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling