+336.0%
IR vs FN
+809.5%
-473.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.3% | +7.0% | +1.3% |
| 7D | +2.5% | +0.3% | +2.3% | +2.2% |
| 30D | +9.2% | -16.5% | +25.7% | +12.3% |
| 3M | +0.9% | -42.1% | +43.1% | +11.3% |
| 6M | +19.2% | -52.9% | +72.1% | +34.9% |
| YTD | +7.5% | -28.0% | +35.4% | +5.9% |
| 1Y | +11.7% | -18.5% | +30.2% | +6.0% |
| 3Y | +23.9% | +93.9% | -70.0% | -15.3% |
| 5Y | +46.4% | +170.5% | -124.1% | -13.9% |
| All | +336.0% | +809.5% | -473.6% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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