+489.4%
NDAQ vs FN
+763.2%
-273.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.5% |
| 7D | +1.7% | +20.8% | -19.1% | -0.6% |
| 30D | +16.2% | -17.3% | +33.5% | +17.9% |
| 3M | +14.0% | -38.1% | +52.1% | +18.9% |
| 6M | +22.3% | -44.2% | +66.5% | +27.6% |
| YTD | +13.0% | -22.3% | +35.3% | +10.7% |
| 1Y | +24.0% | -20.9% | +44.9% | +20.7% |
| 3Y | +117.1% | +111.1% | +6.0% | +71.4% |
| 5Y | +67.5% | +191.8% | -124.3% | +20.6% |
| All | +489.4% | +763.2% | -273.8% | +252.8% |
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