+826.4%
FN vs WY
+6.7%
+819.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.1% | +11.6% |
| 7D | +16.3% | -0.8% | +17.0% | +16.1% |
| 30D | -24.7% | +10.6% | -35.4% | -28.2% |
| 3M | -34.9% | -16.6% | -18.3% | -31.2% |
| 6M | -41.1% | -8.6% | -32.5% | -40.3% |
| YTD | -19.6% | -8.4% | -11.2% | -19.4% |
| 1Y | -18.5% | -5.1% | -13.4% | -19.7% |
| 3Y | +119.1% | -21.9% | +141.1% | +129.1% |
| 5Y | +206.9% | -31.3% | +238.2% | +236.0% |
| 10Y | +826.4% | +3.6% | +822.8% | +723.1% |
| All | +826.4% | +6.7% | +819.7% | +723.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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