+586.3%
RF vs FN
+3,620.5%
-3,034.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.7% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | -3.6% | -22.0% | +18.4% | +0.4% |
| 3M | +8.1% | -43.0% | +51.1% | +18.3% |
| 6M | +11.5% | -27.7% | +39.2% | +13.7% |
| YTD | +15.6% | -10.5% | +26.1% | +11.1% |
| 1Y | +15.7% | +12.5% | +3.2% | +4.4% |
| 3Y | +86.9% | +153.8% | -66.9% | +30.8% |
| 5Y | +89.8% | +288.0% | -198.2% | +15.2% |
| 10Y | +344.7% | +906.4% | -561.7% | +110.0% |
| All | +586.3% | +3,620.5% | -3,034.3% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling