+1,940.1%
FN vs TRU
+238.0%
+1,702.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.9% | +9.1% | +5.2% |
| 7D | -1.7% | -6.8% | +5.1% | +0.6% |
| 30D | -22.0% | 0.0% | -22.0% | -22.5% |
| 3M | -43.0% | +13.3% | -56.3% | -46.9% |
| 6M | -27.7% | +3.4% | -31.2% | -31.0% |
| YTD | -10.5% | -6.4% | -4.1% | -12.1% |
| 1Y | +12.5% | -9.7% | +22.2% | +11.2% |
| 3Y | +153.8% | +0.1% | +153.7% | +131.3% |
| 5Y | +288.0% | -34.0% | +322.0% | +310.8% |
| 10Y | +906.4% | +147.9% | +758.5% | +541.5% |
| All | +1,940.1% | +238.0% | +1,702.1% | +1,108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling