+906.2%
FN vs USFR
+28.0%
+878.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +0.1% | -1.7% | -1.8% |
| 30D | -22.0% | +0.3% | -22.3% | -22.3% |
| 3M | -43.0% | +1.0% | -44.0% | -43.9% |
| 6M | -27.7% | +1.9% | -29.7% | -30.0% |
| YTD | -10.5% | +2.6% | -13.1% | -14.4% |
| 1Y | +12.5% | +4.0% | +8.5% | +4.9% |
| 3Y | +153.8% | +14.1% | +139.7% | +96.2% |
| 5Y | +288.0% | +20.4% | +267.6% | +169.1% |
| All | +906.2% | +28.0% | +878.2% | +520.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling