+55.5%
T vs FN
+753.0%
-697.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.7% | -12.5% | -1.2% |
| 7D | +1.0% | 0.0% | +1.1% | +0.9% |
| 30D | -10.6% | -34.3% | +23.7% | -9.5% |
| 3M | -7.7% | -39.9% | +32.1% | -6.5% |
| 6M | -13.3% | -51.8% | +38.5% | -11.6% |
| YTD | -8.8% | -28.1% | +19.4% | -9.5% |
| 1Y | -8.4% | -29.1% | +20.7% | -9.3% |
| 3Y | +59.6% | +102.4% | -42.8% | +38.6% |
| 5Y | +52.1% | +171.7% | -119.6% | +23.9% |
| All | +55.5% | +753.0% | -697.5% | +7.8% |
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