-87.0%
OPEN vs FN
+424.1%
-511.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +11.7% | -33.4% | -25.5% |
| 7D | -22.2% | 0.0% | -22.2% | -23.9% |
| 30D | -38.3% | -34.3% | -4.0% | -30.7% |
| 3M | -59.4% | -39.9% | -19.5% | -53.7% |
| 6M | -74.4% | -51.8% | -22.5% | -69.4% |
| YTD | -76.0% | -28.1% | -47.8% | -76.9% |
| 1Y | -78.7% | -29.1% | -49.6% | -79.4% |
| 3Y | -30.0% | +102.4% | -132.4% | -63.6% |
| 5Y | -93.7% | +171.7% | -265.4% | -97.5% |
| All | -87.0% | +424.1% | -511.1% | -96.1% |
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