+372.3%
SE vs FN
+840.4%
-468.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.2% |
| 7D | 0.0% | -4.1% | +4.1% | +0.5% |
| 30D | -19.4% | -28.3% | +9.0% | -13.2% |
| 3M | -33.1% | -33.9% | +0.8% | -27.5% |
| 6M | -11.4% | -43.9% | +32.5% | -3.0% |
| YTD | -39.8% | -23.4% | -16.3% | -42.5% |
| 1Y | -50.5% | -25.4% | -25.1% | -52.7% |
| 3Y | +68.9% | +107.9% | -39.0% | +0.3% |
| 5Y | -77.1% | +195.1% | -272.2% | -89.0% |
| All | +372.3% | +840.4% | -468.1% | +52.7% |
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