+191.8%
FN vs TRU
-25.2%
+217.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | +20.8% | -2.2% | +23.0% | +21.5% |
| 30D | -17.3% | +20.2% | -37.5% | -22.2% |
| 3M | -38.1% | +2.2% | -40.4% | -39.5% |
| 6M | -44.2% | +17.6% | -61.8% | -49.0% |
| YTD | -22.3% | -5.0% | -17.3% | -24.3% |
| 1Y | -20.9% | -1.0% | -20.0% | -24.2% |
| 3Y | +111.1% | +56.5% | +54.6% | +66.8% |
| 5Y | +191.8% | -26.2% | +218.0% | +203.1% |
| All | +191.8% | -25.2% | +217.0% | +203.1% |
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