+539.2%
MAR vs FN
+850.1%
-310.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -0.8% |
| 7D | +1.0% | +8.0% | -7.0% | -0.9% |
| 30D | +16.2% | -19.1% | +35.4% | +19.4% |
| 3M | +23.1% | -29.8% | +52.9% | +28.6% |
| 6M | +22.0% | -43.2% | +65.1% | +30.0% |
| YTD | +39.2% | -18.9% | +58.1% | +33.0% |
| 1Y | +48.3% | -17.9% | +66.1% | +40.1% |
| 3Y | +123.4% | +120.1% | +3.3% | +49.7% |
| 5Y | +185.4% | +206.7% | -21.3% | +65.7% |
| 10Y | +539.2% | +804.7% | -265.5% | +177.1% |
| All | +539.2% | +850.1% | -310.9% | +177.1% |
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