+693.0%
FN vs Z
-16.5%
+709.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.5% | -10.8% | -8.0% |
| 7D | +0.3% | +0.8% | -0.6% | +0.1% |
| 30D | -16.5% | +5.2% | -21.7% | -18.0% |
| 3M | -42.1% | -17.0% | -25.1% | -40.8% |
| 6M | -52.9% | -22.7% | -30.2% | -51.6% |
| YTD | -28.0% | -56.3% | +28.4% | -17.3% |
| 1Y | -18.5% | -57.7% | +39.1% | -5.9% |
| 3Y | +93.9% | -16.5% | +110.4% | +89.4% |
| 5Y | +170.5% | -53.4% | +223.9% | +181.8% |
| All | +693.0% | -16.5% | +709.4% | +477.6% |
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