+1,449.6%
NET vs FN
+630.6%
+818.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -3.0% |
| 7D | -7.0% | -1.7% | -5.3% | -6.4% |
| 30D | -4.8% | -22.0% | +17.2% | +1.9% |
| 3M | +3.8% | -43.0% | +46.8% | +21.6% |
| 6M | +50.0% | -27.7% | +77.8% | +53.6% |
| YTD | +41.5% | -10.5% | +52.0% | +30.4% |
| 1Y | +32.8% | +12.5% | +20.3% | +9.5% |
| 3Y | +335.9% | +153.8% | +182.1% | +117.1% |
| 5Y | +113.8% | +288.0% | -174.2% | -18.1% |
| All | +1,449.6% | +630.6% | +818.9% | +375.7% |
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