+102.4%
FN vs USFR
+14.4%
+88.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.8% |
| 7D | 0.0% | +0.1% | -0.1% | +0.8% |
| 30D | -34.3% | +0.4% | -34.7% | -32.0% |
| 3M | -39.9% | +1.1% | -40.9% | -33.5% |
| 6M | -51.8% | +2.1% | -53.9% | -40.8% |
| YTD | -28.1% | +3.4% | -31.6% | -5.0% |
| 1Y | -29.1% | +4.1% | -33.2% | -3.8% |
| 3Y | +102.4% | +14.4% | +88.0% | +300.0% |
| All | +102.4% | +14.4% | +88.0% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling