+554.9%
RF vs FN
+3,020.0%
-2,465.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.6% |
| 7D | +2.3% | -7.0% | +9.2% | +3.2% |
| 30D | +7.2% | -24.7% | +32.0% | +12.2% |
| 3M | -8.2% | -35.7% | +27.4% | -2.0% |
| 6M | +7.0% | -52.4% | +59.4% | +18.8% |
| YTD | +10.3% | -25.0% | +35.3% | +8.3% |
| 1Y | +25.1% | -25.7% | +50.7% | +22.1% |
| 3Y | +110.3% | +110.2% | +0.1% | +51.0% |
| 5Y | +47.1% | +192.3% | -145.2% | -6.2% |
| 10Y | +297.9% | +812.3% | -514.3% | +89.4% |
| All | +554.9% | +3,020.0% | -2,465.1% | +133.3% |
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