+826.4%
FN vs Z
-11.7%
+838.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.8% | +8.1% | +11.1% |
| 7D | +16.3% | -5.2% | +21.4% | +17.3% |
| 30D | -24.7% | +5.7% | -30.5% | -26.1% |
| 3M | -34.9% | -8.7% | -26.2% | -34.8% |
| 6M | -41.1% | -26.0% | -15.1% | -38.9% |
| YTD | -19.6% | -55.0% | +35.4% | -8.2% |
| 1Y | -18.5% | -58.0% | +39.5% | -5.6% |
| 3Y | +119.1% | -15.2% | +134.3% | +113.4% |
| 5Y | +206.9% | -53.8% | +260.8% | +220.4% |
| 10Y | +826.4% | -14.5% | +841.0% | +571.8% |
| All | +826.4% | -11.7% | +838.1% | +571.8% |
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