+755.5%
FN vs Z
-19.3%
+774.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.7% |
| 7D | +20.8% | -4.9% | +25.7% | +22.0% |
| 30D | -17.3% | +3.0% | -20.3% | -18.4% |
| 3M | -38.1% | -13.4% | -24.7% | -37.4% |
| 6M | -44.2% | -27.3% | -16.9% | -42.0% |
| YTD | -22.3% | -57.8% | +35.5% | -10.1% |
| 1Y | -20.9% | -60.0% | +39.1% | -7.5% |
| 3Y | +111.1% | -21.5% | +132.6% | +108.8% |
| 5Y | +191.8% | -55.0% | +246.8% | +206.2% |
| All | +755.5% | -19.3% | +774.7% | +527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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