+794.1%
FN vs USFR
+28.5%
+765.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -28.3% | +0.4% | -28.7% | -28.8% |
| 3M | -33.9% | +1.1% | -34.9% | -35.0% |
| 6M | -43.9% | +2.1% | -46.0% | -45.7% |
| YTD | -23.4% | +3.4% | -26.9% | -27.8% |
| 1Y | -25.4% | +4.1% | -29.5% | -30.5% |
| 3Y | +107.9% | +14.4% | +93.5% | +59.3% |
| 5Y | +195.1% | +21.4% | +173.7% | +99.7% |
| 10Y | +794.1% | +28.5% | +765.6% | +419.0% |
| All | +794.1% | +28.5% | +765.6% | +419.0% |
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