+515.5%
MAR vs FN
+837.6%
-322.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.9% | -11.7% | -2.0% |
| 7D | +0.2% | +16.3% | -16.1% | -3.3% |
| 30D | +14.0% | -24.7% | +38.8% | +18.8% |
| 3M | +18.1% | -34.9% | +53.0% | +25.3% |
| 6M | +18.6% | -41.1% | +59.7% | +25.4% |
| YTD | +35.3% | -19.6% | +54.9% | +29.6% |
| 1Y | +44.5% | -18.5% | +63.0% | +36.7% |
| 3Y | +120.7% | +119.1% | +1.6% | +48.1% |
| 5Y | +164.1% | +206.9% | -42.9% | +53.4% |
| 10Y | +515.5% | +826.4% | -310.9% | +167.6% |
| All | +515.5% | +837.6% | -322.1% | +167.6% |
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