+178.1%
NI vs FN
+837.6%
-659.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.9% | -9.8% | +1.3% |
| 7D | +0.4% | +16.3% | -15.8% | -0.8% |
| 30D | +11.3% | -24.7% | +36.0% | +13.0% |
| 3M | +6.5% | -34.9% | +41.4% | +8.8% |
| 6M | -2.3% | -41.1% | +38.8% | 0.0% |
| YTD | +10.8% | -19.6% | +30.4% | +9.7% |
| 1Y | +6.2% | -18.5% | +24.8% | +4.9% |
| 3Y | +98.7% | +119.1% | -20.5% | +74.4% |
| 5Y | +111.3% | +206.9% | -95.6% | +75.5% |
| 10Y | +178.1% | +826.4% | -648.3% | +112.1% |
| All | +178.1% | +837.6% | -659.5% | +112.1% |
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