+826.4%
FN vs USFR
+28.5%
+798.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +16.3% | +0.1% | +16.2% | +16.2% |
| 30D | -24.7% | +0.4% | -25.1% | -25.2% |
| 3M | -34.9% | +1.1% | -36.0% | -36.0% |
| 6M | -41.1% | +2.0% | -43.1% | -43.0% |
| YTD | -19.6% | +3.4% | -23.0% | -24.2% |
| 1Y | -18.5% | +4.1% | -22.6% | -24.1% |
| 3Y | +119.1% | +14.3% | +104.8% | +68.1% |
| 5Y | +206.9% | +21.3% | +185.6% | +108.0% |
| 10Y | +826.4% | +28.5% | +798.0% | +437.8% |
| All | +826.4% | +28.5% | +798.0% | +437.8% |
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