-24.8%
U vs FN
+487.9%
-512.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -3.9% |
| 7D | +32.3% | +16.3% | +16.0% | +23.6% |
| 30D | +9.7% | -24.7% | +34.5% | +18.2% |
| 3M | +19.6% | -34.9% | +54.5% | +32.5% |
| 6M | +82.6% | -41.1% | +123.7% | +101.6% |
| YTD | +16.4% | -19.6% | +36.1% | +7.5% |
| 1Y | +28.5% | -18.5% | +47.0% | +17.4% |
| 3Y | +103.8% | +119.1% | -15.4% | +5.4% |
| 5Y | -70.0% | +206.9% | -277.0% | -88.4% |
| All | -24.8% | +487.9% | -512.6% | -81.7% |
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