+272.5%
RF vs FN
+753.0%
-480.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.7% | -12.0% | -2.5% |
| 7D | -0.9% | 0.0% | -0.9% | -1.6% |
| 30D | +6.0% | -34.3% | +40.3% | +13.4% |
| 3M | -8.9% | -39.9% | +31.0% | -1.9% |
| 6M | +2.3% | -51.8% | +54.2% | +12.9% |
| YTD | +7.6% | -28.1% | +35.7% | +5.4% |
| 1Y | +21.2% | -29.1% | +50.2% | +18.3% |
| 3Y | +108.5% | +102.4% | +6.1% | +43.0% |
| 5Y | +43.2% | +171.7% | -128.4% | -14.3% |
| All | +272.5% | +753.0% | -480.5% | +70.7% |
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