+693.0%
FN vs USFR
+28.6%
+664.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -16.5% | +0.4% | -16.9% | -17.0% |
| 3M | -42.1% | +1.1% | -43.2% | -43.1% |
| 6M | -52.9% | +2.0% | -54.9% | -54.4% |
| YTD | -28.0% | +3.5% | -31.4% | -32.1% |
| 1Y | -18.5% | +4.1% | -22.6% | -24.1% |
| 3Y | +93.9% | +14.4% | +79.5% | +48.5% |
| 5Y | +170.5% | +21.4% | +149.1% | +82.8% |
| All | +693.0% | +28.6% | +664.4% | +357.3% |
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