+191.9%
NI vs FN
+763.2%
-571.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | +3.1% | +20.8% | -17.7% | +1.7% |
| 30D | +11.2% | -17.3% | +28.5% | +12.1% |
| 3M | +9.8% | -38.1% | +48.0% | +12.7% |
| 6M | -1.6% | -44.2% | +42.6% | +1.0% |
| YTD | +12.6% | -22.3% | +34.9% | +11.8% |
| 1Y | +7.8% | -20.9% | +28.7% | +6.6% |
| 3Y | +100.5% | +111.1% | -10.6% | +76.5% |
| 5Y | +114.4% | +191.8% | -77.4% | +78.7% |
| All | +191.9% | +763.2% | -571.3% | +125.0% |
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