-24.7%
U vs FN
+425.5%
-450.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.7% | -6.1% | +1.8% |
| 7D | +36.6% | 0.0% | +36.6% | +34.3% |
| 30D | +13.3% | -34.3% | +47.6% | +27.8% |
| 3M | +26.2% | -39.9% | +66.0% | +43.6% |
| 6M | +88.7% | -51.8% | +140.6% | +123.9% |
| YTD | +16.6% | -28.1% | +44.7% | +11.8% |
| 1Y | +29.0% | -29.1% | +58.0% | +23.9% |
| 3Y | +99.5% | +102.4% | -2.9% | +5.4% |
| 5Y | -66.1% | +171.7% | -237.8% | -86.3% |
| All | -24.7% | +425.5% | -450.2% | -81.0% |
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