+173.8%
TRV vs FN
+170.4%
+3.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.6% | -1.9% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +9.6% | -34.3% | +43.9% | +9.9% |
| 3M | +2.7% | -39.9% | +42.6% | +3.1% |
| 6M | +32.0% | -51.8% | +83.9% | +32.7% |
| YTD | +37.8% | -28.1% | +65.9% | +36.6% |
| 1Y | +45.2% | -29.1% | +74.3% | +43.9% |
| 3Y | +145.3% | +102.4% | +42.8% | +124.4% |
| All | +173.8% | +170.4% | +3.5% | +137.4% |
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