+365.7%
SE vs FN
+782.7%
-417.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.5% | -2.9% |
| 7D | +2.0% | 0.0% | +2.1% | +1.2% |
| 30D | -20.0% | -34.3% | +14.3% | -11.7% |
| 3M | -31.8% | -39.9% | +8.1% | -24.1% |
| 6M | -15.9% | -51.8% | +36.0% | -3.6% |
| YTD | -40.6% | -28.1% | -12.5% | -42.3% |
| 1Y | -50.7% | -29.1% | -21.6% | -52.2% |
| 3Y | +70.3% | +102.4% | -32.1% | +1.3% |
| 5Y | -78.8% | +171.7% | -250.5% | -89.6% |
| All | +365.7% | +782.7% | -417.0% | +53.3% |
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 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