+303.3%
LOW vs FN
+772.0%
-468.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.5% |
| 7D | +8.7% | -4.1% | +12.7% | +8.8% |
| 30D | +25.5% | -28.3% | +53.8% | +30.1% |
| 3M | +6.6% | -33.9% | +40.5% | +11.0% |
| 6M | +2.4% | -43.9% | +46.3% | +7.5% |
| YTD | -1.7% | -23.4% | +21.7% | -4.5% |
| 1Y | +1.7% | -25.4% | +27.1% | -1.3% |
| 3Y | +26.6% | +107.9% | -81.3% | -8.3% |
| 5Y | +10.1% | +195.1% | -184.9% | -29.4% |
| 10Y | +303.3% | +794.1% | -490.8% | +102.8% |
| All | +303.3% | +772.0% | -468.7% | +102.8% |
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