+301.3%
LOW vs FN
+850.1%
-548.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.9% |
| 7D | +1.0% | +8.0% | -7.0% | -0.4% |
| 30D | +25.6% | -19.1% | +44.7% | +28.1% |
| 3M | +5.3% | -29.8% | +35.2% | +8.8% |
| 6M | +3.7% | -43.2% | +46.9% | +8.9% |
| YTD | -1.9% | -18.9% | +17.1% | -5.3% |
| 1Y | +0.6% | -17.9% | +18.4% | -3.8% |
| 3Y | +26.4% | +120.1% | -93.7% | -9.1% |
| 5Y | +10.1% | +206.7% | -196.6% | -29.7% |
| 10Y | +301.3% | +804.7% | -503.4% | +98.6% |
| All | +301.3% | +850.1% | -548.8% | +98.6% |
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