+90.1%
RF vs FN
+289.0%
-198.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.5% |
| 7D | +1.3% | -1.7% | +3.0% | +1.5% |
| 30D | -3.6% | -22.0% | +18.4% | -1.0% |
| 3M | +8.1% | -43.0% | +51.1% | +15.0% |
| 6M | +11.5% | -27.7% | +39.2% | +12.7% |
| YTD | +15.6% | -10.5% | +26.1% | +11.6% |
| 1Y | +15.7% | +12.5% | +3.2% | +6.2% |
| 3Y | +86.9% | +153.8% | -66.9% | +37.3% |
| All | +90.1% | +289.0% | -198.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling