+1,381.0%
NET vs FN
+512.7%
+868.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -0.6% |
| 7D | -16.4% | -7.0% | -9.4% | -14.5% |
| 30D | -25.8% | -24.7% | -1.1% | -19.4% |
| 3M | -11.5% | -35.7% | +24.1% | -0.7% |
| 6M | +18.9% | -52.4% | +71.3% | +43.0% |
| YTD | +35.2% | -25.0% | +60.2% | +29.9% |
| 1Y | +14.5% | -25.7% | +40.1% | +9.1% |
| 3Y | +313.8% | +110.2% | +203.6% | +115.7% |
| 5Y | +32.6% | +192.3% | -159.8% | -45.0% |
| All | +1,381.0% | +512.7% | +868.3% | +374.0% |
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