+61.4%
T vs FN
+850.1%
-788.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.3% |
| 7D | +2.0% | +8.0% | -6.0% | +1.7% |
| 30D | -1.0% | -19.1% | +18.1% | -0.5% |
| 3M | -8.1% | -29.8% | +21.7% | -7.3% |
| 6M | -8.3% | -43.2% | +34.9% | -7.0% |
| YTD | -6.1% | -18.9% | +12.8% | -7.2% |
| 1Y | -7.4% | -17.9% | +10.5% | -8.8% |
| 3Y | +65.4% | +120.1% | -54.7% | +43.8% |
| 5Y | +57.6% | +206.7% | -149.0% | +27.9% |
| 10Y | +61.4% | +804.7% | -743.3% | +11.8% |
| All | +61.4% | +850.1% | -788.7% | +11.8% |
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 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