+357.4%
TRV vs FN
+837.6%
-480.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | -0.7% |
| 7D | -0.9% | +16.3% | -17.2% | -2.0% |
| 30D | +7.2% | -24.7% | +31.9% | +8.7% |
| 3M | +3.2% | -34.9% | +38.1% | +5.3% |
| 6M | +33.6% | -41.1% | +74.7% | +36.3% |
| YTD | +37.8% | -19.6% | +57.4% | +35.4% |
| 1Y | +43.4% | -18.5% | +61.9% | +40.3% |
| 3Y | +146.7% | +119.1% | +27.5% | +107.2% |
| 5Y | +176.1% | +206.9% | -30.8% | +115.1% |
| 10Y | +357.4% | +826.4% | -469.0% | +211.6% |
| All | +357.4% | +837.6% | -480.2% | +211.6% |
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