+1,623.4%
FN vs USFR
+28.5%
+1,594.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.3% | -14.3% |
| 7D | -16.0% | +0.1% | -16.1% | -16.0% |
| 30D | -40.1% | +0.4% | -40.5% | -40.2% |
| 3M | -43.9% | +1.1% | -45.0% | -44.2% |
| 6M | -55.6% | +2.0% | -57.7% | -56.1% |
| YTD | -35.7% | +3.4% | -39.0% | -36.7% |
| 1Y | -39.8% | +4.1% | -43.9% | -41.0% |
| 3Y | +80.3% | +14.4% | +65.8% | +67.6% |
| 5Y | +143.3% | +21.3% | +122.0% | +119.3% |
| 10Y | +682.3% | +28.4% | +653.8% | +586.4% |
| All | +1,623.4% | +28.5% | +1,594.8% | +1,423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling