+452.0%
TEAM vs FN
+763.2%
-311.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.7% |
| 7D | -16.9% | +20.8% | -37.7% | -20.4% |
| 30D | -26.8% | -17.3% | -9.5% | -24.9% |
| 3M | -1.9% | -38.1% | +36.2% | +5.1% |
| 6M | +79.2% | -44.2% | +123.4% | +90.6% |
| YTD | -6.1% | -22.3% | +16.2% | -12.5% |
| 1Y | -2.1% | -20.9% | +18.9% | -10.1% |
| 3Y | -13.6% | +111.1% | -124.7% | -47.3% |
| 5Y | -65.8% | +191.8% | -257.6% | -81.9% |
| All | +452.0% | +763.2% | -311.2% | +114.7% |
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