+180.5%
TRV vs FN
+169.4%
+11.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | 0.0% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +6.7% | -16.5% | +23.3% | +6.8% |
| 3M | +9.4% | -42.1% | +51.5% | +9.7% |
| 6M | +37.7% | -52.9% | +90.6% | +38.5% |
| YTD | +40.6% | -28.0% | +68.5% | +39.4% |
| 1Y | +42.4% | -18.5% | +60.9% | +40.4% |
| 3Y | +148.1% | +93.9% | +54.3% | +127.7% |
| All | +180.5% | +169.4% | +11.1% | +142.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling