+325.3%
IR vs FN
+807.2%
-481.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.3% | -1.2% |
| 7D | +3.7% | 0.0% | +3.7% | +3.0% |
| 30D | +7.4% | -34.3% | +41.8% | +16.6% |
| 3M | -5.9% | -39.9% | +33.9% | +2.9% |
| 6M | +5.6% | -51.8% | +57.4% | +18.7% |
| YTD | +4.8% | -28.1% | +33.0% | +3.6% |
| 1Y | +6.9% | -29.1% | +36.0% | +5.3% |
| 3Y | +27.6% | +102.4% | -74.9% | -13.8% |
| 5Y | +45.8% | +171.7% | -125.8% | -14.2% |
| All | +325.3% | +807.2% | -481.9% | +84.4% |
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