+804.7%
FN vs USFR
+28.5%
+776.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +8.0% | +0.1% | +7.9% | +7.9% |
| 30D | -19.1% | +0.4% | -19.5% | -19.6% |
| 3M | -29.8% | +1.1% | -30.9% | -31.0% |
| 6M | -43.2% | +2.1% | -45.2% | -45.1% |
| YTD | -18.9% | +3.4% | -22.4% | -23.6% |
| 1Y | -17.9% | +4.1% | -22.0% | -23.5% |
| 3Y | +120.1% | +14.4% | +105.7% | +68.5% |
| 5Y | +206.7% | +21.4% | +185.2% | +107.2% |
| 10Y | +804.7% | +28.5% | +776.1% | +422.6% |
| All | +804.7% | +28.5% | +776.1% | +422.6% |
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