+537.5%
MAR vs FN
+772.0%
-234.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.8% | +7.4% | +3.5% |
| 7D | +2.9% | -4.1% | +6.9% | +3.1% |
| 30D | +17.0% | -28.3% | +45.4% | +23.0% |
| 3M | +23.2% | -33.9% | +57.0% | +30.1% |
| 6M | +21.7% | -43.9% | +65.6% | +29.8% |
| YTD | +38.9% | -23.4% | +62.3% | +34.2% |
| 1Y | +48.7% | -25.4% | +74.1% | +43.3% |
| 3Y | +122.9% | +107.9% | +15.0% | +51.0% |
| 5Y | +177.5% | +195.1% | -17.6% | +62.1% |
| 10Y | +537.5% | +794.1% | -256.6% | +179.8% |
| All | +537.5% | +772.0% | -234.4% | +179.8% |
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