+289.3%
FN vs USFR
+20.4%
+268.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.2% |
| 7D | -1.7% | +0.1% | -1.7% | -1.6% |
| 30D | -22.0% | +0.3% | -22.3% | -21.6% |
| 3M | -43.0% | +1.0% | -44.0% | -42.1% |
| 6M | -27.7% | +1.9% | -29.7% | -26.5% |
| YTD | -10.5% | +2.6% | -13.1% | -9.6% |
| 1Y | +12.5% | +4.0% | +8.5% | +12.1% |
| 3Y | +153.8% | +14.1% | +139.7% | +110.5% |
| All | +289.3% | +20.4% | +268.9% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling