+326.1%
TPR vs FN
+900.0%
-573.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.9% |
| 7D | -2.3% | -1.7% | -0.6% | -1.9% |
| 30D | -23.0% | -22.0% | -1.0% | -18.7% |
| 3M | -12.5% | -43.0% | +30.5% | -0.8% |
| 6M | -21.4% | -27.7% | +6.3% | -19.1% |
| YTD | -3.5% | -10.5% | +7.0% | -8.3% |
| 1Y | +17.4% | +12.5% | +4.9% | +2.8% |
| 3Y | +291.3% | +153.8% | +137.5% | +142.1% |
| 5Y | +241.9% | +288.0% | -46.1% | +73.4% |
| All | +326.1% | +900.0% | -573.9% | +57.5% |
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