+1,006.2%
TER vs FN
+772.0%
+234.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | +2.1% |
| 7D | -8.9% | -4.1% | -4.8% | -6.8% |
| 30D | -39.1% | -28.3% | -10.7% | -28.8% |
| 3M | -32.8% | -33.9% | +1.1% | -19.0% |
| 6M | -31.7% | -43.9% | +12.2% | -11.5% |
| YTD | +26.9% | -23.4% | +50.4% | +40.4% |
| 1Y | +33.6% | -25.4% | +59.0% | +48.9% |
| 3Y | +181.5% | +107.9% | +73.6% | +81.4% |
| 5Y | +76.1% | +195.1% | -118.9% | -8.6% |
| 10Y | +1,006.2% | +794.1% | +212.1% | +266.1% |
| All | +1,006.2% | +772.0% | +234.3% | +266.1% |
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