+890.0%
FN vs WY
+5.5%
+884.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.7% |
| 7D | +3.5% | -2.1% | +5.6% | +4.3% |
| 30D | -26.0% | -10.5% | -15.5% | -22.9% |
| 3M | -33.3% | -4.9% | -28.4% | -32.6% |
| 6M | -14.9% | -4.9% | -10.0% | -14.0% |
| YTD | -8.6% | -1.7% | -6.9% | -9.6% |
| 1Y | +12.3% | -9.4% | +21.7% | +14.2% |
| 3Y | +174.4% | -22.3% | +196.7% | +191.7% |
| 5Y | +296.4% | -20.5% | +316.9% | +314.9% |
| 10Y | +890.0% | +4.9% | +885.1% | +766.0% |
| All | +890.0% | +5.5% | +884.6% | +766.0% |
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