+474.7%
NDAQ vs FN
+753.0%
-278.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | -1.0% |
| 7D | +0.8% | 0.0% | +0.9% | +0.5% |
| 30D | +16.5% | -34.3% | +50.8% | +21.4% |
| 3M | +13.5% | -39.9% | +53.4% | +18.7% |
| 6M | +20.9% | -51.8% | +72.8% | +28.5% |
| YTD | +11.4% | -28.1% | +39.6% | +10.2% |
| 1Y | +25.9% | -29.1% | +55.0% | +24.3% |
| 3Y | +119.9% | +102.4% | +17.4% | +74.5% |
| 5Y | +61.7% | +171.7% | -109.9% | +17.8% |
| All | +474.7% | +753.0% | -278.4% | +247.1% |
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