+68.3%
O vs FN
+753.0%
-684.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -1.4% |
| 7D | +3.7% | 0.0% | +3.8% | +3.5% |
| 30D | +11.2% | -34.3% | +45.5% | +13.6% |
| 3M | -4.0% | -39.9% | +35.9% | -1.6% |
| 6M | -5.2% | -51.8% | +46.6% | -2.0% |
| YTD | +9.5% | -28.1% | +37.6% | +8.7% |
| 1Y | +10.6% | -29.1% | +39.7% | +9.6% |
| 3Y | +38.1% | +102.4% | -64.3% | +16.3% |
| 5Y | +10.2% | +171.7% | -161.4% | -13.5% |
| All | +68.3% | +753.0% | -684.7% | +10.5% |
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